+75.8%
HBAN vs ADP
+13.6%
+62.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -1.5% | -5.7% | +4.2% | +0.8% |
| 30D | -5.5% | -3.1% | -2.4% | -4.5% |
| 3M | -0.2% | +15.6% | -15.8% | -7.2% |
| 6M | +5.2% | +20.8% | -15.6% | -4.3% |
| YTD | -2.3% | +4.7% | -7.0% | -3.2% |
| 1Y | -2.2% | -8.3% | +6.1% | +5.5% |
| All | +75.8% | +13.6% | +62.2% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling