-14.0%
HL vs ADVB
-61.6%
+47.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +42.7% | -48.1% | -5.7% |
| 7D | -7.6% | +74.2% | -81.8% | -8.2% |
| 30D | -17.5% | -35.9% | +18.4% | -17.0% |
| 3M | -26.2% | -56.4% | +30.2% | -25.7% |
| 6M | -35.1% | -36.7% | +1.6% | -36.2% |
| YTD | -30.4% | -43.3% | +12.9% | -30.7% |
| 1Y | -14.0% | -63.4% | +49.4% | +1.8% |
| All | -14.0% | -61.6% | +47.6% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling