+17.3%
HBAN vs ADVB
-88.8%
+106.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.6% |
| 7D | +2.1% | -14.0% | +16.1% | +2.1% |
| 30D | -4.5% | +41.0% | -45.5% | -4.7% |
| 3M | +2.6% | +127.9% | -125.4% | +0.3% |
| 6M | +4.7% | +101.3% | -96.6% | +2.2% |
| YTD | -1.5% | +53.8% | -55.3% | -3.3% |
| 1Y | -1.9% | +4.4% | -6.3% | -3.2% |
| All | +17.3% | -88.8% | +106.1% | +35.5% |
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