-87.2%
ADVB vs HRB
+0.2%
-87.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.8% |
| 7D | -3.8% | -5.7% | +1.9% | -3.9% |
| 30D | +17.6% | +7.9% | +9.7% | +18.0% |
| 3M | +119.1% | +32.1% | +87.0% | +118.2% |
| 6M | +103.4% | +62.2% | +41.1% | +93.3% |
| YTD | +59.8% | +16.4% | +43.4% | +78.8% |
| 1Y | +8.5% | -0.3% | +8.8% | +34.0% |
| All | -87.2% | +0.2% | -87.4% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling