+47.1%
ADP vs HUM
-5.3%
+52.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.5% |
| 7D | +2.2% | +3.7% | -1.6% | +1.9% |
| 30D | +10.6% | +5.5% | +5.1% | +10.0% |
| 3M | +12.9% | +17.1% | -4.2% | +11.2% |
| 6M | +50.6% | +48.3% | +2.4% | +44.7% |
| YTD | +23.2% | +77.4% | -54.2% | +15.6% |
| 1Y | +25.3% | +92.6% | -67.3% | +16.8% |
| 3Y | +47.1% | -6.1% | +53.2% | +41.3% |
| All | +47.1% | -5.3% | +52.4% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling