+155.3%
HBAN vs ADP
+283.8%
-128.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | -1.0% | -3.4% | +2.4% | +1.0% |
| 30D | -5.6% | -0.4% | -5.2% | -5.6% |
| 3M | -1.1% | +19.7% | -20.9% | -12.5% |
| 6M | +9.9% | +27.9% | -18.1% | -8.1% |
| YTD | -0.9% | +5.9% | -6.9% | -6.5% |
| 1Y | -1.4% | -7.5% | +6.1% | +1.6% |
| 3Y | +78.2% | +15.4% | +62.8% | +57.6% |
| 5Y | +37.0% | +48.4% | -11.4% | +0.6% |
| All | +155.3% | +283.8% | -128.5% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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