+147.0%
HL vs ADVB
-95.9%
+242.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +42.7% | -48.1% | -5.3% |
| 7D | -7.6% | +74.2% | -81.8% | -7.6% |
| 30D | -17.5% | -35.9% | +18.4% | -17.4% |
| 3M | -26.2% | -56.4% | +30.2% | -26.2% |
| 6M | -35.1% | -36.7% | +1.6% | -35.2% |
| YTD | -30.4% | -43.3% | +12.9% | -30.7% |
| 1Y | -14.0% | -63.4% | +49.4% | -14.6% |
| All | +147.0% | -95.9% | +242.9% | +163.6% |
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