+151.9%
HPQ vs ADP
+319.4%
-167.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -5.7% | +11.6% | -17.3% | -12.1% |
| 3M | -0.4% | +15.1% | -15.5% | -9.2% |
| 6M | +40.0% | +46.0% | -6.0% | +9.5% |
| YTD | +34.6% | +22.4% | +12.2% | +16.9% |
| 1Y | +20.4% | +24.5% | -4.1% | +3.4% |
| 3Y | +18.3% | +44.8% | -26.5% | -9.6% |
| 5Y | +9.6% | +49.1% | -39.5% | -19.5% |
| All | +151.9% | +319.4% | -167.5% | +3.6% |
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