+276.2%
HPE vs ADP
+49.5%
+226.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | +7.9% | +2.2% | +5.7% | +7.3% |
| 30D | -23.5% | +10.6% | -34.0% | -25.8% |
| 3M | -19.1% | +12.9% | -32.0% | -22.4% |
| 6M | +51.4% | +50.6% | +0.8% | +27.7% |
| YTD | +103.4% | +23.2% | +80.3% | +87.8% |
| 1Y | +114.4% | +25.3% | +89.1% | +95.9% |
| 3Y | +224.7% | +47.1% | +177.5% | +171.0% |
| All | +276.2% | +49.5% | +226.7% | +204.6% |
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