+11.7%
HPQ vs ADVB
+10.9%
+0.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -4.6% |
| 7D | -0.5% | -14.0% | +13.5% | -0.7% |
| 30D | +3.7% | +41.0% | -37.2% | +4.6% |
| 3M | +24.3% | +127.9% | -103.6% | +27.0% |
| 6M | +64.8% | +101.3% | -36.6% | +67.3% |
| YTD | +43.9% | +53.8% | -9.9% | +45.9% |
| 1Y | +11.7% | +4.4% | +7.2% | +12.1% |
| All | +11.7% | +10.9% | +0.8% | +12.1% |
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