-97.1%
ADVB vs HRB
+4.1%
-101.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -4.1% | -4.0% | 0.0% | -4.4% |
| 30D | -60.3% | +15.8% | -76.0% | -60.0% |
| 3M | -73.3% | +12.0% | -85.4% | -73.1% |
| 6M | -65.9% | +40.7% | -106.7% | -66.0% |
| YTD | -63.9% | +21.0% | -84.9% | -59.4% |
| 1Y | -74.1% | +11.7% | -85.8% | -69.6% |
| All | -97.1% | +4.1% | -101.2% | -95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling