-9.7%
HAL vs ABCL
+196.9%
-206.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -0.2% |
| 7D | -7.9% | +12.4% | -20.3% | -8.7% |
| 30D | -2.1% | -0.4% | -1.7% | -2.2% |
| 3M | +0.4% | +80.4% | -79.9% | -5.1% |
| 6M | -19.2% | +138.5% | -157.8% | -26.1% |
| YTD | +14.4% | +265.5% | -251.1% | -0.8% |
| 1Y | +18.0% | +219.7% | -201.7% | +3.7% |
| 3Y | -9.7% | +209.4% | -219.1% | -26.9% |
| All | -9.7% | +196.9% | -206.6% | -26.9% |
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