+76.7%
HWM vs ADVB
-97.4%
+174.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.2% |
| 7D | -1.8% | -4.1% | +2.3% | -1.7% |
| 30D | -2.7% | -60.3% | +57.6% | -1.2% |
| 3M | -22.7% | -73.3% | +50.6% | -21.0% |
| 6M | -18.9% | -65.9% | +47.0% | -18.2% |
| YTD | +7.1% | -63.9% | +70.9% | +7.5% |
| 1Y | +4.7% | -74.1% | +78.8% | +6.1% |
| All | +76.7% | -97.4% | +174.0% | +112.4% |
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