+226.1%
HPQ vs ADP
+270.4%
-44.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.6% |
| 7D | +2.2% | -5.7% | +7.9% | +6.0% |
| 30D | +9.7% | -3.1% | +12.8% | +11.8% |
| 3M | +32.7% | +15.6% | +17.1% | +20.4% |
| 6M | +77.7% | +20.8% | +56.9% | +56.1% |
| YTD | +51.0% | +4.7% | +46.2% | +45.0% |
| 1Y | +18.4% | -8.3% | +26.7% | +23.7% |
| 3Y | +25.6% | +13.6% | +12.0% | +11.9% |
| 5Y | +38.6% | +45.0% | -6.4% | +3.0% |
| 10Y | +226.1% | +279.0% | -52.9% | +39.6% |
| All | +226.1% | +270.4% | -44.3% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling