-20.5%
HDB vs ADVB
-88.3%
+67.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +0.4% | -3.8% | +4.2% | +0.3% |
| 30D | -2.8% | +17.6% | -20.4% | -2.2% |
| 3M | -3.5% | +119.1% | -122.7% | +0.4% |
| 6M | -24.7% | +103.4% | -128.1% | -21.4% |
| YTD | -36.6% | +59.8% | -96.4% | -33.8% |
| 1Y | -34.4% | +8.5% | -42.9% | -31.3% |
| All | -20.5% | -88.3% | +67.8% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling