+9.9%
HL vs ADP
+12,298.0%
-12,288.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.1% | -8.4% | -7.5% |
| 7D | +8.2% | +3.2% | +5.0% | +7.4% |
| 30D | -16.3% | +12.8% | -29.0% | -19.0% |
| 3M | -18.6% | +12.3% | -30.9% | -21.2% |
| 6M | -23.2% | +45.4% | -68.6% | -31.1% |
| YTD | -25.5% | +21.4% | -46.9% | -30.3% |
| 1Y | -4.8% | +23.7% | -28.5% | -11.4% |
| 3Y | +281.4% | +43.6% | +237.8% | +238.7% |
| 5Y | +137.8% | +48.7% | +89.1% | +109.7% |
| 10Y | +135.5% | +316.1% | -180.6% | +60.9% |
| All | +9.9% | +12,298.0% | -12,288.1% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling