+104.3%
HPE vs ADVB
-73.6%
+178.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.8% |
| 7D | -9.7% | -4.1% | -5.6% | -9.7% |
| 30D | -34.8% | -60.3% | +25.5% | -34.6% |
| 3M | -12.1% | -73.3% | +61.2% | -12.2% |
| 6M | +53.7% | -65.9% | +119.6% | +52.1% |
| YTD | +101.9% | -63.9% | +165.8% | +97.9% |
| 1Y | +104.3% | -74.1% | +178.5% | +107.1% |
| All | +104.3% | -73.6% | +178.0% | +107.1% |
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