+575.2%
HLT vs ADP
+286.3%
+289.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -1.6% | -2.8% | +1.1% | -0.3% |
| 30D | -5.0% | +0.2% | -5.3% | -5.3% |
| 3M | -10.4% | +20.5% | -30.9% | -19.0% |
| 6M | +3.2% | +28.8% | -25.5% | -10.6% |
| YTD | +6.7% | +6.6% | +0.1% | +1.6% |
| 1Y | +10.3% | -6.9% | +17.2% | +12.8% |
| 3Y | +99.3% | +16.1% | +83.2% | +79.7% |
| 5Y | +143.7% | +49.3% | +94.3% | +90.0% |
| All | +575.2% | +286.3% | +289.0% | +254.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling