+35.0%
HAL vs ADVB
-97.5%
+132.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -0.3% |
| 7D | -12.0% | -13.9% | +1.9% | -11.7% |
| 30D | +0.3% | -68.1% | +68.4% | +2.3% |
| 3M | -1.6% | -73.4% | +71.8% | +0.5% |
| 6M | -20.5% | -70.8% | +50.3% | -19.3% |
| YTD | +14.2% | -66.1% | +80.3% | +14.3% |
| 1Y | +18.9% | -77.5% | +96.4% | +20.9% |
| All | +35.0% | -97.5% | +132.5% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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