+19.9%
HBAN vs ADP
+49.5%
-29.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +2.3% | +2.2% | +0.1% | +1.2% |
| 30D | +4.8% | +10.6% | -5.8% | -0.5% |
| 3M | -10.1% | +12.9% | -23.0% | -15.8% |
| 6M | +5.0% | +50.6% | -45.6% | -16.8% |
| YTD | -6.1% | +23.2% | -29.3% | -16.5% |
| 1Y | +4.6% | +25.3% | -20.7% | -8.0% |
| 3Y | +74.9% | +47.1% | +27.8% | +39.8% |
| All | +19.9% | +49.5% | -29.6% | -8.5% |
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