+97.0%
HAS vs ADVB
-97.5%
+194.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.5% |
| 7D | -0.2% | -13.9% | +13.8% | -0.1% |
| 30D | +31.0% | -68.1% | +99.1% | +31.4% |
| 3M | +30.7% | -73.4% | +104.0% | +31.1% |
| 6M | +23.9% | -70.8% | +94.7% | +22.5% |
| YTD | +48.3% | -66.1% | +114.4% | +45.1% |
| 1Y | +60.2% | -77.5% | +137.7% | +58.9% |
| All | +97.0% | -97.5% | +194.5% | +138.0% |
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