-23.2%
HD vs ADVB
+10.9%
-34.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -2.4% |
| 7D | -1.2% | -14.0% | +12.8% | -1.4% |
| 30D | -11.1% | +41.0% | -52.1% | -10.6% |
| 3M | +2.0% | +127.9% | -125.9% | +4.0% |
| 6M | -10.5% | +101.3% | -111.8% | -8.0% |
| YTD | -6.9% | +53.8% | -60.6% | -4.2% |
| 1Y | -23.2% | +4.4% | -27.6% | -21.0% |
| All | -23.2% | +10.9% | -34.0% | -21.0% |
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