+74.8%
HST vs ADVB
-97.5%
+172.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.3% | -0.1% |
| 7D | -2.7% | -13.9% | +11.2% | -2.6% |
| 30D | +10.7% | -68.1% | +78.8% | +11.1% |
| 3M | +6.3% | -73.4% | +79.6% | +6.7% |
| 6M | +19.0% | -70.8% | +89.8% | +18.1% |
| YTD | +47.0% | -66.1% | +113.1% | +45.2% |
| 1Y | +53.4% | -77.5% | +130.9% | +53.3% |
| All | +74.8% | -97.5% | +172.3% | +98.9% |
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