-11.5%
HDB vs ADVB
-97.4%
+85.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.9% | +2.8% |
| 7D | +13.7% | -1.2% | +14.9% | +13.7% |
| 30D | +15.8% | -61.4% | +77.2% | +13.1% |
| 3M | +9.2% | -67.8% | +77.0% | +6.3% |
| 6M | +3.2% | -66.9% | +70.0% | +3.3% |
| YTD | -29.4% | -64.9% | +35.5% | -29.1% |
| 1Y | -27.9% | -74.8% | +46.8% | -27.3% |
| All | -11.5% | -97.4% | +85.9% | -2.7% |
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 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