+70.9%
HAS vs ABCL
-79.6%
+150.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | +3.3% | +2.3% | +1.0% | +3.0% |
| 30D | +30.5% | -0.7% | +31.2% | +30.3% |
| 3M | +29.9% | +33.4% | -3.5% | +26.1% |
| 6M | +26.5% | +137.8% | -111.2% | +15.6% |
| YTD | +51.9% | +264.3% | -212.4% | +32.4% |
| 1Y | +60.9% | +209.2% | -148.3% | +42.1% |
| 3Y | +215.0% | +208.4% | +6.6% | +167.3% |
| 5Y | +51.5% | -11.9% | +63.4% | +33.6% |
| All | +70.9% | -79.6% | +150.5% | +52.8% |
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