+98.0%
HAS vs ADVB
-97.6%
+195.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.5% | +7.8% | -1.7% |
| 7D | 0.0% | -28.0% | +28.0% | 0.0% |
| 30D | +31.3% | -70.2% | +101.5% | +31.8% |
| 3M | +32.1% | -76.1% | +108.2% | +32.6% |
| 6M | +28.1% | -72.3% | +100.4% | +26.8% |
| YTD | +49.1% | -67.5% | +116.6% | +45.9% |
| 1Y | +60.5% | -78.6% | +139.1% | +59.3% |
| All | +98.0% | -97.6% | +195.7% | +139.2% |
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 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