+19.7%
HPQ vs ADP
+13.9%
+5.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -2.9% |
| 7D | -0.5% | -5.5% | +5.0% | +2.1% |
| 30D | +3.7% | -1.2% | +5.0% | +4.2% |
| 3M | +24.3% | +17.9% | +6.4% | +15.2% |
| 6M | +64.8% | +20.3% | +44.4% | +51.3% |
| YTD | +43.9% | +5.8% | +38.1% | +39.7% |
| 1Y | +11.7% | -7.7% | +19.4% | +14.6% |
| 3Y | +19.7% | +14.7% | +4.9% | +16.2% |
| All | +19.7% | +13.9% | +5.8% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling