+19.9%
HBAN vs ADM
+26.4%
-6.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.2% |
| 7D | +2.3% | +4.2% | -1.9% | +1.1% |
| 30D | +4.8% | -12.8% | +17.6% | +8.6% |
| 3M | -10.1% | -8.5% | -1.6% | -8.2% |
| 6M | +5.0% | -10.9% | +15.9% | +7.7% |
| YTD | -6.1% | +29.4% | -35.6% | -14.8% |
| 1Y | +4.6% | +27.5% | -23.0% | -4.7% |
| 3Y | +74.9% | +10.3% | +64.6% | +63.4% |
| All | +19.9% | +26.4% | -6.5% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling