+768.7%
HBAN vs ADM
+1,954.9%
-1,186.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.8% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | -5.5% | +8.2% | -13.7% | -8.9% |
| 3M | -0.2% | +8.7% | -8.9% | -4.4% |
| 6M | +5.2% | +29.1% | -23.9% | -7.3% |
| YTD | -2.3% | +53.7% | -56.0% | -20.6% |
| 1Y | -2.2% | +43.2% | -45.4% | -18.4% |
| 3Y | +73.8% | +21.4% | +52.4% | +49.8% |
| 5Y | +35.2% | +67.1% | -31.9% | -1.1% |
| 10Y | +155.4% | +176.6% | -21.2% | +51.1% |
| All | +768.7% | +1,954.9% | -1,186.3% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling