+599.2%
HPE vs ADP
+351.5%
+247.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +0.3% | +0.9% | -0.6% | -0.2% |
| 30D | -28.6% | +11.9% | -40.4% | -33.2% |
| 3M | -7.4% | +13.7% | -21.1% | -14.9% |
| 6M | +63.7% | +46.8% | +16.9% | +27.6% |
| YTD | +111.7% | +21.8% | +89.9% | +82.7% |
| 1Y | +123.5% | +23.5% | +100.0% | +90.8% |
| 3Y | +238.7% | +44.1% | +194.6% | +158.6% |
| 5Y | +261.0% | +49.9% | +211.2% | +162.3% |
| 10Y | +390.2% | +318.8% | +71.4% | +71.0% |
| All | +599.2% | +351.5% | +247.7% | +122.2% |
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