+2,903.2%
HPQ vs ADP
+11,097.1%
-8,193.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.4% |
| 7D | +6.9% | -3.4% | +10.4% | +9.0% |
| 30D | +14.4% | +2.8% | +11.7% | +12.5% |
| 3M | +25.6% | +20.9% | +4.7% | +12.1% |
| 6M | +75.0% | +29.9% | +45.2% | +49.4% |
| YTD | +50.7% | +9.6% | +41.0% | +41.4% |
| 1Y | +18.7% | -5.3% | +23.9% | +20.8% |
| 3Y | +21.5% | +16.5% | +5.0% | +8.3% |
| 5Y | +31.6% | +49.4% | -17.8% | +0.8% |
| 10Y | +216.1% | +282.2% | -66.1% | +40.9% |
| All | +2,903.2% | +11,097.1% | -8,193.9% | +86.0% |
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