-87.7%
ADVB vs HRB
-6.3%
-81.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -3.9% |
| 7D | -14.0% | -9.1% | -4.9% | -14.2% |
| 30D | +41.0% | +0.3% | +40.7% | +41.3% |
| 3M | +127.9% | +23.4% | +104.5% | +126.7% |
| 6M | +101.3% | +45.1% | +56.2% | +94.1% |
| YTD | +53.8% | +8.9% | +44.9% | +71.8% |
| 1Y | +4.4% | -7.9% | +12.3% | +29.9% |
| All | -87.7% | -6.3% | -81.4% | -82.1% |
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