+223.1%
HPE vs ADP
+43.9%
+179.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.9% |
| 7D | -9.7% | +3.2% | -12.9% | -9.6% |
| 30D | -34.8% | +12.8% | -47.5% | -34.8% |
| 3M | -12.1% | +12.3% | -24.4% | -12.2% |
| 6M | +53.7% | +45.4% | +8.3% | +43.7% |
| YTD | +101.9% | +21.4% | +80.5% | +102.1% |
| 1Y | +104.3% | +23.7% | +80.6% | +102.4% |
| 3Y | +223.1% | +43.6% | +179.4% | +228.3% |
| All | +223.1% | +43.9% | +179.2% | +228.3% |
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