-13.7%
HAL vs ABCL
+156.0%
-169.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -0.7% |
| 7D | -12.0% | -3.2% | -8.8% | -11.8% |
| 30D | +0.3% | -7.4% | +7.7% | +0.6% |
| 3M | -1.6% | +81.9% | -83.5% | -7.1% |
| 6M | -20.5% | +135.7% | -156.2% | -27.3% |
| YTD | +14.2% | +247.4% | -233.1% | -0.7% |
| 1Y | +18.9% | +162.3% | -143.4% | +6.3% |
| 3Y | -13.7% | +165.5% | -179.2% | -29.9% |
| All | -13.7% | +156.0% | -169.8% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling