+8.9%
HPQ vs ADP
+48.5%
-39.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | +0.5% | +3.2% | -2.7% | -1.1% |
| 30D | -5.9% | +12.8% | -18.7% | -11.9% |
| 3M | -3.7% | +12.3% | -16.0% | -9.9% |
| 6M | +28.1% | +45.4% | -17.3% | +3.8% |
| YTD | +32.5% | +21.4% | +11.1% | +18.2% |
| 1Y | +18.1% | +23.7% | -5.6% | +4.3% |
| 3Y | +16.4% | +43.6% | -27.2% | -7.2% |
| 5Y | +8.9% | +48.7% | -39.8% | -17.3% |
| All | +8.9% | +48.5% | -39.6% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling