+2,540.4%
HPQ vs ADP
+12,298.0%
-9,757.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | +0.5% | +3.2% | -2.7% | -1.2% |
| 30D | -5.9% | +12.8% | -18.7% | -12.2% |
| 3M | -3.7% | +12.3% | -16.0% | -10.2% |
| 6M | +28.1% | +45.4% | -17.3% | +2.8% |
| YTD | +32.5% | +21.4% | +11.1% | +17.0% |
| 1Y | +18.1% | +23.7% | -5.6% | +3.2% |
| 3Y | +16.4% | +43.6% | -27.2% | -7.7% |
| 5Y | +8.9% | +48.7% | -39.8% | -16.5% |
| 10Y | +157.6% | +316.1% | -158.5% | +9.1% |
| All | +2,540.4% | +12,298.0% | -9,757.7% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling