+17.8%
HIG vs ADVB
-97.5%
+115.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.3% |
| 7D | +1.1% | -13.9% | +15.0% | +1.1% |
| 30D | +5.6% | -68.1% | +73.7% | +5.9% |
| 3M | -6.9% | -73.4% | +66.5% | -6.5% |
| 6M | +1.3% | -70.8% | +72.1% | +1.3% |
| YTD | -1.5% | -66.1% | +64.6% | -1.8% |
| 1Y | +6.6% | -77.5% | +84.1% | +6.9% |
| All | +17.8% | -97.5% | +115.3% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling