+99.4%
HLT vs ADP
+14.5%
+84.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -2.6% | -5.7% | +3.1% | -1.1% |
| 30D | -2.6% | -1.4% | -1.2% | -2.3% |
| 3M | -9.4% | +16.6% | -26.0% | -13.8% |
| 6M | +2.7% | +24.9% | -22.2% | -4.5% |
| YTD | +6.8% | +5.6% | +1.2% | +7.2% |
| 1Y | +12.4% | -6.0% | +18.4% | +19.4% |
| All | +99.4% | +14.5% | +84.9% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling