+55.2%
HST vs ADVB
-88.3%
+143.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -1.0% | -3.8% | +2.7% | -1.0% |
| 30D | -12.3% | +17.6% | -29.8% | -12.3% |
| 3M | -6.4% | +119.1% | -125.5% | -8.2% |
| 6M | +15.0% | +103.4% | -88.4% | +12.4% |
| YTD | +30.5% | +59.8% | -29.3% | +28.2% |
| 1Y | +35.7% | +8.5% | +27.1% | +33.7% |
| All | +55.2% | -88.3% | +143.5% | +75.6% |
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