-77.0%
ADVB vs HRB
+16.9%
-93.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -3.4% |
| 7D | -29.5% | +16.0% | -45.6% | -26.6% |
| 30D | -66.9% | +32.1% | -98.9% | -64.7% |
| 3M | -73.7% | +21.5% | -95.2% | -72.2% |
| 6M | -64.8% | +82.1% | -146.8% | -61.2% |
| YTD | -64.0% | +31.6% | -95.7% | -58.1% |
| 1Y | -77.0% | +15.9% | -92.9% | -75.3% |
| All | -77.0% | +16.9% | -93.9% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling