+100.3%
HAS vs ADVB
-97.4%
+197.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.7% |
| 7D | +2.2% | -1.2% | +3.4% | +2.2% |
| 30D | +29.6% | -61.4% | +91.0% | +29.9% |
| 3M | +30.3% | -67.8% | +98.1% | +30.7% |
| 6M | +25.6% | -66.9% | +92.5% | +23.9% |
| YTD | +50.8% | -64.9% | +115.7% | +47.6% |
| 1Y | +63.0% | -74.8% | +137.8% | +61.2% |
| All | +100.3% | -97.4% | +197.8% | +142.0% |
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