+734.5%
HBAN vs ADP
+12,480.3%
-11,745.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | +2.3% | +2.2% | +0.1% | +1.0% |
| 30D | +4.8% | +10.6% | -5.8% | -1.3% |
| 3M | -10.1% | +12.9% | -23.0% | -16.6% |
| 6M | +5.0% | +50.6% | -45.6% | -18.4% |
| YTD | -6.1% | +23.2% | -29.3% | -19.0% |
| 1Y | +4.6% | +25.3% | -20.7% | -10.6% |
| 3Y | +74.9% | +47.1% | +27.8% | +35.9% |
| 5Y | +21.4% | +50.1% | -28.6% | -8.0% |
| 10Y | +105.3% | +323.6% | -218.4% | -15.0% |
| All | +734.5% | +12,480.3% | -11,745.8% | +21.4% |
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