+223.4%
HPE vs ADVB
-88.8%
+312.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.8% | +11.6% | +7.8% |
| 7D | +10.1% | -14.0% | +24.1% | +10.5% |
| 30D | +5.3% | +41.0% | -35.7% | +4.2% |
| 3M | +12.7% | +127.9% | -115.2% | +7.2% |
| 6M | +167.7% | +101.3% | +66.3% | +149.8% |
| YTD | +135.5% | +53.8% | +81.7% | +122.6% |
| 1Y | +143.4% | +4.4% | +139.0% | +133.5% |
| All | +223.4% | -88.8% | +312.2% | +303.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling