+155.3%
HBAN vs ADM
+177.9%
-22.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.0% | +2.5% | -3.5% | -2.3% |
| 30D | -5.6% | +9.5% | -15.1% | -10.2% |
| 3M | -1.1% | +10.6% | -11.8% | -6.8% |
| 6M | +9.9% | +24.0% | -14.1% | -3.8% |
| YTD | -0.9% | +54.0% | -54.9% | -23.6% |
| 1Y | -1.4% | +45.3% | -46.7% | -22.0% |
| 3Y | +78.2% | +21.8% | +56.5% | +50.1% |
| 5Y | +37.0% | +66.8% | -29.8% | -15.2% |
| All | +155.3% | +177.9% | -22.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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