+130.0%
HL vs ADP
+322.2%
-192.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.1% |
| 7D | -11.1% | +2.2% | -13.3% | -11.8% |
| 30D | -12.1% | +10.6% | -22.6% | -15.2% |
| 3M | -26.1% | +12.9% | -39.0% | -29.4% |
| 6M | -37.7% | +50.6% | -88.4% | -47.1% |
| YTD | -31.7% | +23.2% | -54.9% | -37.7% |
| 1Y | -11.6% | +25.3% | -36.9% | -19.9% |
| 3Y | +249.6% | +47.1% | +202.5% | +190.5% |
| 5Y | +108.5% | +50.1% | +58.5% | +71.9% |
| All | +130.0% | +322.2% | -192.1% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling