+278.6%
HL vs ADVB
-88.8%
+367.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -1.1% |
| 7D | +7.1% | -14.0% | +21.0% | +7.0% |
| 30D | +21.4% | +41.0% | -19.5% | +21.3% |
| 3M | +37.4% | +127.9% | -90.5% | +37.3% |
| 6M | +0.4% | +101.3% | -100.9% | -0.7% |
| YTD | +6.7% | +53.8% | -47.1% | +6.1% |
| 1Y | +102.4% | +4.4% | +97.9% | +100.7% |
| All | +278.6% | -88.8% | +367.4% | +303.6% |
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