+36.0%
HBAN vs ADM
+67.3%
-31.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.9% | +3.0% | -4.9% | -2.8% |
| 30D | -5.9% | +8.7% | -14.6% | -8.2% |
| 3M | +0.2% | +7.6% | -7.4% | -2.1% |
| 6M | +6.6% | +26.9% | -20.2% | -1.6% |
| YTD | -1.7% | +54.3% | -56.0% | -15.2% |
| 1Y | -1.7% | +45.7% | -47.4% | -13.9% |
| 3Y | +74.9% | +21.9% | +53.0% | +61.3% |
| 5Y | +36.0% | +67.2% | -31.2% | -5.6% |
| All | +36.0% | +67.3% | -31.3% | -5.6% |
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