+138.4%
HLT vs ADP
+47.2%
+91.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | -1.6% | -3.4% | +1.8% | -0.2% |
| 30D | -5.0% | -0.4% | -4.6% | -5.0% |
| 3M | -10.4% | +19.7% | -30.1% | -18.0% |
| 6M | +3.2% | +27.9% | -24.7% | -9.3% |
| YTD | +6.7% | +5.9% | +0.8% | +3.7% |
| 1Y | +10.3% | -7.5% | +17.8% | +15.6% |
| 3Y | +99.3% | +15.4% | +83.9% | +83.5% |
| All | +138.4% | +47.2% | +91.3% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling