+17.1%
HBAN vs ADVB
-88.9%
+106.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.6% |
| 7D | -1.9% | -5.9% | +3.9% | -1.9% |
| 30D | -5.9% | +13.9% | -19.8% | -5.9% |
| 3M | +0.2% | +127.3% | -127.1% | -1.9% |
| 6M | +6.6% | +77.0% | -70.4% | +4.4% |
| YTD | -1.7% | +51.5% | -53.3% | -3.4% |
| 1Y | -1.7% | -11.3% | +9.6% | -2.2% |
| All | +17.1% | -88.9% | +106.0% | +35.3% |
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 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