+12.5%
HBAN vs ADVB
-97.4%
+110.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.9% |
| 7D | -0.6% | -1.2% | +0.6% | -0.6% |
| 30D | +3.9% | -61.4% | +65.3% | +4.3% |
| 3M | -8.4% | -67.8% | +59.4% | -8.1% |
| 6M | +0.6% | -66.9% | +67.5% | -0.3% |
| YTD | -5.5% | -64.9% | +59.4% | -6.7% |
| 1Y | +5.4% | -74.8% | +80.1% | +5.1% |
| All | +12.5% | -97.4% | +110.0% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling