+301.4%
HBM vs ADVB
-88.8%
+390.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.8% | +9.6% | +5.8% |
| 7D | +7.4% | -14.0% | +21.3% | +7.5% |
| 30D | +5.1% | +41.0% | -35.9% | +4.5% |
| 3M | +11.1% | +127.9% | -116.8% | +7.0% |
| 6M | +30.2% | +101.3% | -71.1% | +23.7% |
| YTD | +46.2% | +53.8% | -7.5% | +40.5% |
| 1Y | +120.0% | +4.4% | +115.6% | +111.5% |
| All | +301.4% | -88.8% | +390.2% | +388.6% |
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