+47.9%
ADP vs HUM
+0.5%
+47.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -5.7% | -1.4% | -4.3% | -5.5% |
| 30D | -1.4% | +7.5% | -8.9% | -2.3% |
| 3M | +16.6% | +10.2% | +6.3% | +14.8% |
| 6M | +24.9% | +132.5% | -107.6% | +11.3% |
| YTD | +5.6% | +57.6% | -52.0% | -1.7% |
| 1Y | -6.0% | +48.6% | -54.6% | -12.1% |
| 3Y | +14.5% | -11.2% | +25.6% | +14.4% |
| 5Y | +47.9% | +4.8% | +43.1% | +38.7% |
| All | +47.9% | +0.5% | +47.4% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling