+49.8%
HBM vs ADVB
-76.7%
+126.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.5% | +8.2% | +3.7% |
| 7D | -5.8% | -29.5% | +23.7% | -5.5% |
| 30D | -18.5% | -66.9% | +48.4% | -18.0% |
| 3M | -10.3% | -73.7% | +63.4% | -9.7% |
| 6M | +2.1% | -64.8% | +66.9% | -1.3% |
| YTD | +12.0% | -64.0% | +76.1% | +9.2% |
| 1Y | +49.8% | -77.0% | +126.7% | +61.4% |
| All | +49.8% | -76.7% | +126.4% | +61.4% |
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