-10.9%
HDB vs ADVB
-97.4%
+86.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.3% | +0.7% |
| 7D | +12.7% | -4.1% | +16.8% | +12.6% |
| 30D | +16.6% | -60.3% | +76.9% | +13.9% |
| 3M | +10.8% | -73.3% | +84.1% | +7.2% |
| 6M | +3.8% | -65.9% | +69.7% | +4.0% |
| YTD | -28.9% | -63.9% | +35.0% | -28.6% |
| 1Y | -28.0% | -74.1% | +46.2% | -27.3% |
| All | -10.9% | -97.4% | +86.4% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling