Why is my Analog Input channel adding voltage to my signal? EDIT: Here are the links to the sensor spec sheet (http://www.omega.com/temperature/pdf/HX71.pdf) and manual (http://www.omega.com/Manuals/manualpdf/M4543.pdf) for your reference. 

I'm using a relative humidity (RH) sensor with an Arduino Mega. The RH sensor runs off of +/- 24V  (which is being sourced by a power supply), and outputs a signal from 0-5VDC. Naturally, I am plugging this output signal into my A0 channel. There is a bare Earth Ground wire that is wired to the power supply's earth ground (possible error?) Arduino's GND is connected to the power supply's EARTH GND, fyi. 

I compared the voltage reading in my Arduino Serial Monitor to a reliable Fluke multimeter, and the analog input channel is adding ~.2 Volts!

From some research, I have read about "high impedance" "source impedance" "internal wiring of Arduino" etc, but unfortunately I am failing to grasp the reason why this is happening. I'd like to know so then I could figure out a solution on my own. 

Below is a schematic of what I'm dealing with so that it may better illustrate my issue (also my code). Thank you for your time, and I appreciate your help! 

)

void setup() 
{

Serial.begin(9600);

} 

void loop() 
 {

  float hs1 = ((( analogRead(A0) * ( 5.0 / 1024.0) ) )* 20.0 ); 

  Serial.print("RH%");
  Serial.print(":");
  Serial.print(hs1);
  Serial.print(";");  
  Serial.println(); 
  delay(1000); 

}
Wow, you guys are gonna get a KICK out of this!

The analog input channel was not adding millivolts to my Analog Input signal. I stupidly was not supplying my Arduino Mega with 9V!! I had it running off of the USB port, which was affecting my 5V reference (thank you @majenko for pointing that out!). 

I measured the 5V pin and it was fluctuating between 4.41-4.21 volts. My colleague made a comment and I reviewed the Arduino Mega datasheet. It must be supplied with 7-12 volts in order for the 5V to output correctly. 

Once I hooked my Power Vin + GND to my power supply, set that at 9V/.08amps my analog input readings were accurate. 

Thank you everyone for your help!