+12.4%
HLT vs ADVB
+2.9%
+9.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.4% | -0.2% |
| 7D | -2.6% | -5.9% | +3.3% | -2.6% |
| 30D | -2.6% | +13.9% | -16.5% | -2.5% |
| 3M | -9.4% | +127.3% | -136.7% | -7.7% |
| 6M | +2.7% | +77.0% | -74.3% | +5.0% |
| YTD | +6.8% | +51.5% | -44.8% | +9.2% |
| 1Y | +12.4% | -11.3% | +23.7% | +14.0% |
| All | +12.4% | +2.9% | +9.4% | +14.0% |
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