+21.2%
HPQ vs ADP
-7.7%
+29.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.7% |
| 7D | +3.5% | -5.7% | +9.2% | +6.4% |
| 30D | +13.7% | -1.4% | +15.1% | +14.3% |
| 3M | +33.9% | +16.6% | +17.3% | +24.3% |
| 6M | +80.9% | +24.9% | +56.0% | +62.9% |
| YTD | +52.6% | +5.6% | +47.0% | +48.3% |
| 1Y | +21.2% | -6.0% | +27.3% | +21.5% |
| All | +21.2% | -7.7% | +29.0% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling