+74.9%
HBAN vs ADP
+46.4%
+28.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +2.3% | +2.2% | +0.1% | +1.4% |
| 30D | +4.8% | +10.6% | -5.8% | +0.6% |
| 3M | -10.1% | +12.9% | -23.0% | -14.5% |
| 6M | +5.0% | +50.6% | -45.6% | -13.6% |
| YTD | -6.1% | +23.2% | -29.3% | -12.4% |
| 1Y | +4.6% | +25.3% | -20.7% | -3.6% |
| 3Y | +74.9% | +47.1% | +27.8% | +48.9% |
| All | +74.9% | +46.4% | +28.5% | +48.9% |
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 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