+82.7%
HL vs ADP
-7.7%
+90.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -3.7% |
| 7D | -5.6% | -5.7% | +0.1% | -7.8% |
| 30D | +12.7% | -1.4% | +14.1% | +12.2% |
| 3M | +42.5% | +16.6% | +26.0% | +52.1% |
| 6M | -9.0% | +24.9% | -33.9% | +1.5% |
| YTD | +4.4% | +5.6% | -1.2% | +15.5% |
| 1Y | +82.7% | -6.0% | +88.7% | +92.0% |
| All | +82.7% | -7.7% | +90.4% | +92.0% |
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