-63.4%
ADVB vs HRB
+11.7%
-75.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | -0.5% | +43.2% | +42.5% |
| 7D | +74.2% | -7.8% | +82.0% | +70.7% |
| 30D | -35.9% | +15.7% | -51.6% | -33.5% |
| 3M | -56.4% | -5.5% | -50.9% | -56.6% |
| 6M | -36.7% | +41.1% | -77.8% | -31.4% |
| YTD | -43.3% | +20.4% | -63.7% | -34.6% |
| 1Y | -63.4% | +15.2% | -78.6% | -59.1% |
| All | -63.4% | +11.7% | -75.1% | -59.1% |
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 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