+107.4%
HAL vs ABCL
-81.3%
+188.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +2.9% | +0.7% | +2.2% | +2.9% |
| 30D | +17.0% | +93.1% | -76.0% | +10.9% |
| 3M | -9.7% | +79.4% | -89.1% | -14.4% |
| 6M | +8.6% | +214.9% | -206.2% | -2.2% |
| YTD | +33.0% | +234.2% | -201.2% | +18.4% |
| 1Y | +68.3% | +174.8% | -106.4% | +51.3% |
| 3Y | +0.1% | +104.5% | -104.4% | -11.9% |
| 5Y | +102.6% | -39.0% | +141.6% | +86.5% |
| All | +107.4% | -81.3% | +188.6% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling