+372.4%
HPE vs ADP
+315.9%
+56.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -9.7% | +3.2% | -12.9% | -11.2% |
| 30D | -34.8% | +12.8% | -47.5% | -39.0% |
| 3M | -12.1% | +12.3% | -24.4% | -18.4% |
| 6M | +53.7% | +45.4% | +8.3% | +21.8% |
| YTD | +101.9% | +21.4% | +80.5% | +75.8% |
| 1Y | +104.3% | +23.7% | +80.6% | +75.6% |
| 3Y | +223.1% | +43.6% | +179.4% | +150.2% |
| 5Y | +249.2% | +48.7% | +200.5% | +158.8% |
| 10Y | +372.4% | +316.1% | +56.3% | +114.5% |
| All | +372.4% | +315.9% | +56.6% | +114.5% |
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