+540.2%
HPE vs ADP
+270.4%
+269.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.6% |
| 7D | +13.6% | -5.7% | +19.3% | +16.9% |
| 30D | +7.7% | -3.1% | +10.8% | +9.0% |
| 3M | +22.4% | +15.6% | +6.8% | +10.9% |
| 6M | +172.6% | +20.8% | +151.8% | +138.9% |
| YTD | +147.5% | +4.7% | +142.8% | +134.9% |
| 1Y | +151.8% | -8.3% | +160.1% | +157.7% |
| 3Y | +267.1% | +13.6% | +253.5% | +225.7% |
| 5Y | +362.8% | +45.0% | +317.7% | +245.1% |
| 10Y | +540.2% | +279.0% | +261.2% | +201.9% |
| All | +540.2% | +270.4% | +269.7% | +201.9% |
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