+35.2%
HBAN vs ADP
+43.9%
-8.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | -1.5% | -5.7% | +4.2% | +1.4% |
| 30D | -5.5% | -3.1% | -2.4% | -4.2% |
| 3M | -0.2% | +15.6% | -15.8% | -8.5% |
| 6M | +5.2% | +20.8% | -15.6% | -6.6% |
| YTD | -2.3% | +4.7% | -7.0% | -5.5% |
| 1Y | -2.2% | -8.3% | +6.1% | +2.8% |
| 3Y | +73.8% | +13.6% | +60.3% | +59.8% |
| 5Y | +35.2% | +45.0% | -9.8% | +5.5% |
| All | +35.2% | +43.9% | -8.7% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling