+83.3%
HAL vs ABCL
-81.0%
+164.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.3% |
| 7D | +2.6% | +4.4% | -1.8% | +2.3% |
| 30D | -0.1% | -7.9% | +7.8% | +0.3% |
| 3M | -1.1% | +12.2% | -13.4% | -2.6% |
| 6M | -20.7% | +134.7% | -155.5% | -27.0% |
| YTD | +17.5% | +239.8% | -222.2% | +4.1% |
| 1Y | +24.1% | +192.7% | -168.6% | +11.2% |
| 3Y | -8.4% | +187.6% | -196.0% | -21.5% |
| 5Y | +53.2% | -22.6% | +75.9% | +39.6% |
| All | +83.3% | -81.0% | +164.2% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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