+20.1%
HIG vs ADVB
-89.4%
+109.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.0% | +0.7% |
| 7D | -0.5% | -13.0% | +12.5% | -0.4% |
| 30D | -2.8% | +7.5% | -10.3% | -2.9% |
| 3M | +6.3% | +129.1% | -122.8% | +5.2% |
| 6M | -0.1% | +71.7% | -71.8% | -1.1% |
| YTD | +0.4% | +45.5% | -45.1% | -0.4% |
| 1Y | +6.2% | -2.7% | +9.0% | +5.7% |
| All | +20.1% | -89.4% | +109.5% | +33.7% |
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 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