+21.6%
HLT vs ADVB
-88.8%
+110.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -2.1% |
| 7D | -2.4% | -14.0% | +11.6% | -2.3% |
| 30D | -4.1% | +41.0% | -45.1% | -4.3% |
| 3M | -10.6% | +127.9% | -138.5% | -11.6% |
| 6M | +2.0% | +101.3% | -99.3% | +0.5% |
| YTD | +6.1% | +53.8% | -47.6% | +5.2% |
| 1Y | +9.8% | +4.4% | +5.4% | +9.4% |
| All | +21.6% | -88.8% | +110.4% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling