+21.7%
HIG vs ADVB
-88.3%
+110.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +0.3% | -3.8% | +4.1% | +0.3% |
| 30D | -3.2% | +17.6% | -20.8% | -3.3% |
| 3M | +9.1% | +119.1% | -110.0% | +8.1% |
| 6M | -1.8% | +103.4% | -105.2% | -2.9% |
| YTD | +1.8% | +59.8% | -58.1% | +0.9% |
| 1Y | +4.6% | +8.5% | -4.0% | +4.0% |
| All | +21.7% | -88.3% | +110.0% | +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 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