+101.3%
HAS vs ADVB
-95.9%
+197.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +42.7% | -44.7% | -2.0% |
| 7D | +1.6% | +74.2% | -72.6% | +1.6% |
| 30D | +26.6% | -35.9% | +62.5% | +26.8% |
| 3M | +29.0% | -56.4% | +85.4% | +29.4% |
| 6M | +30.6% | -36.7% | +67.3% | +28.1% |
| YTD | +51.5% | -43.3% | +94.8% | +48.2% |
| 1Y | +58.5% | -63.4% | +121.9% | +57.4% |
| All | +101.3% | -95.9% | +197.1% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling