+116.4%
HPE vs ADVB
-76.7%
+193.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.5% | -1.1% | -5.6% |
| 7D | -17.0% | -29.5% | +12.6% | -16.8% |
| 30D | -26.7% | -66.9% | +40.2% | -26.6% |
| 3M | -4.1% | -73.7% | +69.6% | -4.3% |
| 6M | +75.4% | -64.8% | +140.2% | +73.4% |
| YTD | +111.0% | -64.0% | +175.1% | +106.9% |
| 1Y | +116.4% | -77.0% | +193.4% | +123.1% |
| All | +116.4% | -76.7% | +193.1% | +123.1% |
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