+59.1%
HL vs ADP
+11,097.1%
-11,038.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | +1.5% | -3.4% | +4.9% | +2.4% |
| 30D | +25.1% | +2.8% | +22.3% | +24.1% |
| 3M | +22.9% | +20.9% | +2.0% | +16.3% |
| 6M | -4.9% | +29.9% | -34.8% | -12.4% |
| YTD | +7.8% | +9.6% | -1.8% | +3.8% |
| 1Y | +133.9% | -5.3% | +139.2% | +133.7% |
| 3Y | +380.9% | +16.5% | +364.4% | +351.8% |
| 5Y | +230.2% | +49.4% | +180.8% | +191.9% |
| 10Y | +265.6% | +282.2% | -16.6% | +156.3% |
| All | +59.1% | +11,097.1% | -11,038.0% | +6.4% |
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