+55.0%
HST vs ADVB
-73.0%
+128.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.0% | -10.5% | -0.5% |
| 7D | -1.3% | +10.5% | -11.7% | -1.2% |
| 30D | +13.4% | -56.0% | +69.4% | +12.8% |
| 3M | +16.7% | -70.1% | +86.8% | +15.9% |
| 6M | +24.0% | -53.7% | +77.7% | +22.7% |
| YTD | +54.0% | -60.3% | +114.2% | +53.3% |
| 1Y | +55.0% | -73.1% | +128.2% | +58.3% |
| All | +55.0% | -73.0% | +128.1% | +58.3% |
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