+734.5%
HBAN vs ADM
+1,630.9%
-896.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.6% |
| 7D | +2.3% | +4.2% | -1.9% | +0.4% |
| 30D | +4.8% | -12.8% | +17.6% | +11.0% |
| 3M | -10.1% | -8.5% | -1.6% | -7.1% |
| 6M | +5.0% | -10.9% | +15.9% | +9.2% |
| YTD | -6.1% | +29.4% | -35.6% | -18.1% |
| 1Y | +4.6% | +27.5% | -23.0% | -8.3% |
| 3Y | +74.9% | +10.3% | +64.6% | +56.3% |
| 5Y | +21.4% | +27.4% | -5.9% | -0.2% |
| 10Y | +105.3% | +134.6% | -29.3% | +30.8% |
| All | +734.5% | +1,630.9% | -896.3% | +199.9% |
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