+215.5%
HBM vs ADVB
-97.4%
+312.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.5% | +5.5% | +8.9% |
| 7D | +5.0% | -1.2% | +6.2% | +5.0% |
| 30D | -12.7% | -61.4% | +48.6% | -11.9% |
| 3M | -17.4% | -67.8% | +50.4% | -16.8% |
| 6M | -8.9% | -66.9% | +58.0% | -10.5% |
| YTD | +14.9% | -64.9% | +79.8% | +11.9% |
| 1Y | +41.4% | -74.8% | +116.2% | +39.2% |
| All | +215.5% | -97.4% | +312.9% | +289.1% |
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