+175.1%
HPE vs ADVB
-97.4%
+272.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +6.1% |
| 7D | -7.1% | -1.2% | -5.9% | -7.1% |
| 30D | -35.3% | -61.4% | +26.1% | -33.8% |
| 3M | -10.4% | -67.8% | +57.4% | -8.5% |
| 6M | +52.5% | -66.9% | +119.4% | +51.8% |
| YTD | +100.3% | -64.9% | +165.2% | +95.5% |
| 1Y | +106.4% | -74.8% | +181.1% | +106.3% |
| All | +175.1% | -97.4% | +272.5% | +253.9% |
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