+156.1%
HPQ vs ADP
+322.2%
-166.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +3.2% | +2.2% | +1.0% | +1.8% |
| 30D | -3.6% | +10.6% | -14.2% | -9.6% |
| 3M | -5.3% | +12.9% | -18.2% | -12.7% |
| 6M | +41.1% | +50.6% | -9.5% | +8.3% |
| YTD | +36.9% | +23.2% | +13.7% | +18.3% |
| 1Y | +23.5% | +25.3% | -1.7% | +5.7% |
| 3Y | +19.6% | +47.1% | -27.5% | -9.6% |
| 5Y | +11.4% | +50.1% | -38.6% | -18.5% |
| All | +156.1% | +322.2% | -166.1% | +4.9% |
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