-96.5%
ADVB vs HRB
+2.1%
-98.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | -1.4% | -22.1% | -23.7% |
| 7D | +27.8% | -5.1% | +32.9% | +27.1% |
| 30D | -50.8% | +8.7% | -59.4% | -50.6% |
| 3M | -70.5% | -5.4% | -65.1% | -70.5% |
| 6M | -46.7% | +41.6% | -88.3% | -47.3% |
| YTD | -56.7% | +18.7% | -75.3% | -51.4% |
| 1Y | -71.8% | +16.4% | -88.2% | -68.0% |
| All | -96.5% | +2.1% | -98.7% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling