+21.2%
HIG vs ADVB
-97.4%
+118.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +2.2% |
| 7D | +2.1% | -4.1% | +6.2% | +2.1% |
| 30D | +6.7% | -60.3% | +67.0% | +7.0% |
| 3M | -1.9% | -73.3% | +71.4% | -1.6% |
| 6M | +5.3% | -65.9% | +71.2% | +5.2% |
| YTD | +1.3% | -63.9% | +65.2% | +0.9% |
| 1Y | +7.2% | -74.1% | +81.3% | +7.3% |
| All | +21.2% | -97.4% | +118.5% | +35.4% |
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