+153.4%
HYG vs ADP
+1,000.8%
-847.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.7% |
| 7D | 0.0% | -5.5% | +5.5% | +1.2% |
| 30D | -0.1% | -1.2% | +1.2% | +0.1% |
| 3M | +1.0% | +17.9% | -16.9% | -2.9% |
| 6M | +2.3% | +20.3% | -18.0% | -2.4% |
| YTD | +2.1% | +5.8% | -3.7% | +0.2% |
| 1Y | +3.8% | -7.7% | +11.5% | +4.9% |
| 3Y | +26.7% | +14.7% | +12.0% | +20.7% |
| 5Y | +19.3% | +45.8% | -26.5% | +6.1% |
| 10Y | +55.3% | +270.5% | -215.2% | +4.9% |
| All | +153.4% | +1,000.8% | -847.4% | +21.8% |
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