-97.2%
ADVB vs HRB
+4.1%
-101.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.8% | +3.2% |
| 7D | -1.2% | -2.4% | +1.2% | -1.4% |
| 30D | -61.4% | +15.7% | -77.1% | -61.1% |
| 3M | -67.8% | +11.4% | -79.2% | -67.6% |
| 6M | -66.9% | +40.7% | -107.6% | -67.0% |
| YTD | -64.9% | +21.0% | -85.9% | -60.6% |
| 1Y | -74.8% | +7.2% | -82.0% | -69.5% |
| All | -97.2% | +4.1% | -101.3% | -95.9% |
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