+133.9%
HL vs ADP
-4.5%
+138.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -3.3% |
| 7D | +1.5% | -3.4% | +4.9% | 0.0% |
| 30D | +25.1% | +2.8% | +22.3% | +26.5% |
| 3M | +22.9% | +20.9% | +2.0% | +33.2% |
| 6M | -4.9% | +29.9% | -34.8% | +7.6% |
| YTD | +7.8% | +9.6% | -1.8% | +21.4% |
| 1Y | +133.9% | -5.3% | +139.2% | +151.7% |
| All | +133.9% | -4.5% | +138.4% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling