+60.2%
HAS vs ADVB
-77.7%
+137.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.5% |
| 7D | -0.2% | -13.9% | +13.8% | -0.3% |
| 30D | +31.0% | -68.1% | +99.1% | +29.6% |
| 3M | +30.7% | -73.4% | +104.0% | +29.1% |
| 6M | +23.9% | -70.8% | +94.7% | +21.9% |
| YTD | +48.3% | -66.1% | +114.4% | +45.8% |
| 1Y | +60.2% | -77.5% | +137.7% | +57.9% |
| All | +60.2% | -77.7% | +137.9% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling