-4.0%
HD vs ADVB
-97.6%
+93.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.5% | +8.0% | -1.7% |
| 7D | +6.4% | -28.0% | +34.4% | +6.0% |
| 30D | +22.1% | -70.2% | +92.3% | +20.9% |
| 3M | -0.2% | -76.1% | +75.9% | -1.2% |
| 6M | +12.6% | -72.3% | +84.9% | +11.9% |
| YTD | +3.9% | -67.5% | +71.4% | +3.4% |
| 1Y | -3.7% | -78.6% | +74.8% | -3.4% |
| All | -4.0% | -97.6% | +93.6% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling