+597.9%
HPE vs ADP
+353.8%
+244.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +13.6% | +0.3% | +13.3% | +13.4% |
| 30D | -27.1% | +11.6% | -38.7% | -31.7% |
| 3M | -14.5% | +15.1% | -29.5% | -21.9% |
| 6M | +66.9% | +46.0% | +20.9% | +30.6% |
| YTD | +111.3% | +22.4% | +88.9% | +81.9% |
| 1Y | +117.5% | +24.5% | +93.0% | +84.9% |
| 3Y | +238.1% | +44.8% | +193.3% | +157.5% |
| 5Y | +292.4% | +49.1% | +243.3% | +186.5% |
| 10Y | +389.3% | +320.9% | +68.4% | +70.3% |
| All | +597.9% | +353.8% | +244.2% | +121.3% |
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 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