+55.2%
HYG vs ADP
+286.3%
-231.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -0.7% | -2.8% | +2.0% | -0.2% |
| 30D | -0.7% | +0.2% | -1.0% | -0.8% |
| 3M | -0.2% | +20.5% | -20.7% | -3.7% |
| 6M | +1.4% | +28.8% | -27.3% | -3.6% |
| YTD | +1.5% | +6.6% | -5.2% | -0.1% |
| 1Y | +2.9% | -6.9% | +9.8% | +3.9% |
| 3Y | +25.6% | +16.1% | +9.5% | +20.4% |
| 5Y | +18.6% | +49.3% | -30.8% | +6.9% |
| All | +55.2% | +286.3% | -231.1% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling