-4.3%
HD vs ADVB
-96.8%
+92.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.6% | +23.7% | -0.1% |
| 7D | +1.5% | +27.8% | -26.3% | +1.9% |
| 30D | +18.0% | -50.8% | +68.8% | +17.6% |
| 3M | +2.8% | -70.5% | +73.3% | +2.1% |
| 6M | +17.0% | -46.7% | +63.7% | +16.5% |
| YTD | +3.5% | -56.7% | +60.2% | +3.5% |
| 1Y | -2.6% | -71.8% | +69.2% | -1.8% |
| All | -4.3% | -96.8% | +92.5% | +7.8% |
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