+10,816.5%
ADP vs HUM
+5,562.3%
+5,254.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -3.4% | +4.2% | -7.6% | -4.0% |
| 30D | +2.8% | +10.4% | -7.6% | +1.2% |
| 3M | +20.9% | +15.1% | +5.9% | +18.1% |
| 6M | +29.9% | +120.9% | -91.0% | +14.8% |
| YTD | +9.6% | +57.9% | -48.3% | +1.3% |
| 1Y | -5.3% | +30.6% | -35.8% | -10.4% |
| 3Y | +16.5% | -9.6% | +26.1% | +13.7% |
| 5Y | +49.4% | +1.6% | +47.8% | +42.0% |
| 10Y | +282.2% | +146.4% | +135.8% | +219.6% |
| All | +10,816.5% | +5,562.3% | +5,254.2% | +5,172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling