+179.4%
HPE vs ADVB
-96.8%
+276.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -23.6% | +19.8% | -2.9% |
| 7D | +7.9% | +27.8% | -19.9% | +6.7% |
| 30D | -23.5% | -50.8% | +27.3% | -22.5% |
| 3M | -19.1% | -70.5% | +51.4% | -17.4% |
| 6M | +51.4% | -46.7% | +98.1% | +47.8% |
| YTD | +103.4% | -56.7% | +160.1% | +96.6% |
| 1Y | +114.4% | -71.8% | +186.2% | +114.0% |
| All | +179.4% | -96.8% | +276.3% | +256.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling