+417.4%
HL vs ADP
+13.9%
+403.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -1.2% |
| 7D | +7.1% | -5.5% | +12.5% | +6.8% |
| 30D | +21.4% | -1.2% | +22.7% | +21.4% |
| 3M | +37.4% | +17.9% | +19.6% | +37.3% |
| 6M | +0.4% | +20.3% | -19.9% | +1.3% |
| YTD | +6.7% | +5.8% | +0.9% | +11.0% |
| 1Y | +102.4% | -7.7% | +110.1% | +118.9% |
| 3Y | +417.4% | +14.7% | +402.7% | +431.2% |
| All | +417.4% | +13.9% | +403.6% | +431.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling