+278.9%
ADP vs HUM
+152.7%
+126.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.4% |
| 7D | -2.8% | +2.1% | -4.8% | -3.2% |
| 30D | +0.2% | +5.4% | -5.2% | -1.1% |
| 3M | +20.5% | +11.4% | +9.1% | +16.8% |
| 6M | +28.8% | +141.5% | -112.7% | +2.5% |
| YTD | +6.6% | +61.2% | -54.6% | -7.1% |
| 1Y | -6.9% | +49.2% | -56.0% | -17.8% |
| 3Y | +16.1% | -9.0% | +25.2% | +14.0% |
| 5Y | +49.3% | +7.2% | +42.2% | +33.4% |
| All | +278.9% | +152.7% | +126.2% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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