+677.7%
HPE vs ADP
+292.4%
+385.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.5% | +11.2% | +9.6% |
| 7D | +10.1% | -5.5% | +15.6% | +13.4% |
| 30D | +5.3% | -1.2% | +6.5% | +5.6% |
| 3M | +12.7% | +17.9% | -5.2% | +0.6% |
| 6M | +167.7% | +20.3% | +147.3% | +133.9% |
| YTD | +135.5% | +5.8% | +129.6% | +121.6% |
| 1Y | +143.4% | -7.7% | +151.1% | +148.4% |
| 3Y | +249.2% | +14.7% | +234.4% | +206.2% |
| 5Y | +343.8% | +45.8% | +298.1% | +225.5% |
| 10Y | +495.9% | +270.5% | +225.4% | +122.8% |
| All | +677.7% | +292.4% | +385.3% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling