+37.3%
HPQ vs ADP
+43.9%
-6.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.5% |
| 7D | +1.3% | -5.7% | +6.9% | +4.5% |
| 30D | +8.7% | -3.1% | +11.8% | +10.5% |
| 3M | +31.5% | +15.6% | +15.9% | +20.8% |
| 6M | +76.0% | +20.8% | +55.2% | +57.5% |
| YTD | +49.5% | +4.7% | +44.8% | +45.0% |
| 1Y | +17.3% | -8.3% | +25.6% | +22.5% |
| 3Y | +24.4% | +13.6% | +10.8% | +13.3% |
| 5Y | +37.3% | +45.0% | -7.7% | +5.4% |
| All | +37.3% | +43.9% | -6.6% | +5.4% |
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