+66.0%
HWM vs ADVB
-97.5%
+163.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +2.4% |
| 7D | +3.4% | -13.9% | +17.3% | +3.6% |
| 30D | -7.5% | -68.1% | +60.6% | -5.8% |
| 3M | -28.9% | -73.4% | +44.5% | -27.3% |
| 6M | -19.6% | -70.8% | +51.2% | -18.6% |
| YTD | +0.6% | -66.1% | +66.7% | +1.2% |
| 1Y | +0.3% | -77.5% | +77.8% | +2.0% |
| All | +66.0% | -97.5% | +163.5% | +99.8% |
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