-11.9%
HD vs ADVB
-88.3%
+76.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -2.1% | -3.8% | +1.7% | -2.1% |
| 30D | -8.4% | +17.6% | -26.0% | -8.3% |
| 3M | +4.3% | +119.1% | -114.8% | +4.6% |
| 6M | -11.1% | +103.4% | -114.5% | -10.8% |
| YTD | -4.7% | +59.8% | -64.5% | -4.0% |
| 1Y | -19.8% | +8.5% | -28.4% | -19.0% |
| All | -11.9% | -88.3% | +76.4% | 0.0% |
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 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