+49.0%
HLT vs ADVB
-96.8%
+145.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.6% | +23.7% | +0.1% |
| 7D | +0.7% | +27.8% | -27.1% | +0.7% |
| 30D | +13.7% | -50.8% | +64.5% | +14.0% |
| 3M | +16.3% | -70.5% | +86.9% | +16.8% |
| 6M | +19.9% | -46.7% | +66.7% | +19.3% |
| YTD | +30.1% | -56.7% | +86.7% | +29.4% |
| 1Y | +38.5% | -71.8% | +110.3% | +40.0% |
| All | +49.0% | -96.8% | +145.9% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling