+45.9%
HLT vs ADP
+20.3%
+25.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +0.9% | +3.4% |
| 7D | +7.7% | +6.4% | +1.3% | +7.5% |
| 30D | +19.1% | +16.6% | +2.5% | +18.8% |
| 3M | +20.7% | +12.9% | +7.8% | +20.5% |
| 6M | +21.0% | +45.7% | -24.6% | +20.2% |
| YTD | +31.3% | +20.6% | +10.6% | +41.4% |
| 1Y | +45.9% | +20.5% | +25.4% | +57.1% |
| All | +45.9% | +20.3% | +25.6% | +57.1% |
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