+789.5%
HBAN vs ADP
+11,097.1%
-10,307.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +1.0% |
| 7D | +0.7% | -3.4% | +4.1% | +2.6% |
| 30D | -3.2% | +2.8% | -6.0% | -5.0% |
| 3M | +4.0% | +20.9% | -17.0% | -7.7% |
| 6M | +3.1% | +29.9% | -26.7% | -13.2% |
| YTD | 0.0% | +9.6% | -9.6% | -7.3% |
| 1Y | -1.2% | -5.3% | +4.1% | -0.5% |
| 3Y | +72.5% | +16.5% | +56.0% | +53.3% |
| 5Y | +39.3% | +49.4% | -10.1% | +5.9% |
| 10Y | +157.3% | +282.2% | -124.9% | +13.3% |
| All | +789.5% | +11,097.1% | -10,307.6% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling