+298.9%
HBM vs ADVB
-89.4%
+388.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.6% |
| 7D | +5.5% | -13.0% | +18.5% | +5.7% |
| 30D | +3.3% | +7.5% | -4.2% | +3.1% |
| 3M | +12.7% | +129.1% | -116.5% | +8.4% |
| 6M | +28.2% | +71.7% | -43.5% | +22.4% |
| YTD | +45.3% | +45.5% | -0.2% | +39.7% |
| 1Y | +121.7% | -2.7% | +124.5% | +113.5% |
| All | +298.9% | -89.4% | +388.3% | +385.8% |
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