-6.9%
ADP vs HUM
+50.8%
-57.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.7% |
| 7D | -2.8% | +2.1% | -4.8% | -3.0% |
| 30D | +0.2% | +5.4% | -5.2% | -0.4% |
| 3M | +20.5% | +11.4% | +9.1% | +18.4% |
| 6M | +28.8% | +141.5% | -112.7% | +14.3% |
| YTD | +6.6% | +61.2% | -54.6% | -1.7% |
| 1Y | -6.9% | +49.2% | -56.0% | -14.1% |
| All | -6.9% | +50.8% | -57.7% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling