+249.3%
HL vs ADP
+43.9%
+205.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +0.4% | -5.7% | +6.1% | +2.2% |
| 30D | +18.8% | -3.1% | +21.9% | +19.9% |
| 3M | +43.7% | +15.6% | +28.1% | +35.5% |
| 6M | -1.0% | +20.8% | -21.9% | -8.8% |
| YTD | +8.7% | +4.7% | +4.0% | +7.3% |
| 1Y | +105.0% | -8.3% | +113.3% | +116.5% |
| 3Y | +427.3% | +13.6% | +413.7% | +378.4% |
| 5Y | +249.3% | +45.0% | +204.3% | +186.0% |
| All | +249.3% | +43.9% | +205.4% | +186.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling