+139.3%
HOOD vs ADP
+63.1%
+76.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -0.6% | +1.1% | -1.7% | -1.4% |
| 30D | -23.6% | +11.5% | -35.1% | -28.7% |
| 3M | -10.7% | +12.0% | -22.7% | -17.0% |
| 6M | +8.2% | +43.8% | -35.6% | -15.9% |
| YTD | -26.3% | +20.1% | -46.4% | -35.1% |
| 1Y | -36.1% | +22.3% | -58.4% | -44.9% |
| 3Y | +950.7% | +43.3% | +907.4% | +734.7% |
| 5Y | +127.0% | +47.3% | +79.7% | +64.0% |
| All | +139.3% | +63.1% | +76.2% | +88.5% |
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 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