+159.1%
HPE vs ADVB
-97.5%
+256.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.2% |
| 7D | -18.7% | -13.9% | -4.8% | -18.3% |
| 30D | -37.9% | -68.1% | +30.2% | -36.2% |
| 3M | -14.4% | -73.4% | +59.0% | -12.1% |
| 6M | +48.2% | -70.8% | +119.0% | +48.1% |
| YTD | +88.6% | -66.1% | +154.7% | +84.3% |
| 1Y | +94.8% | -77.5% | +172.3% | +96.2% |
| All | +159.1% | -97.5% | +256.6% | +233.7% |
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