+53.3%
HAS vs ADVB
-88.3%
+141.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -1.8% | -3.8% | +2.0% | -1.8% |
| 30D | +2.3% | +17.6% | -15.3% | +2.2% |
| 3M | +10.4% | +119.1% | -108.8% | +7.3% |
| 6M | -3.2% | +103.4% | -106.6% | -6.4% |
| YTD | +15.4% | +59.8% | -44.4% | +12.4% |
| 1Y | +18.8% | +8.5% | +10.3% | +15.9% |
| All | +53.3% | -88.3% | +141.6% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling