+66.9%
HAS vs ABCL
-80.5%
+147.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.3% | -1.0% |
| 7D | -0.2% | -3.2% | +3.0% | 0.0% |
| 30D | +31.0% | -7.4% | +38.4% | +31.5% |
| 3M | +30.7% | +81.9% | -51.3% | +23.2% |
| 6M | +23.9% | +135.7% | -111.8% | +13.2% |
| YTD | +48.3% | +247.4% | -199.1% | +29.7% |
| 1Y | +60.2% | +162.3% | -102.0% | +43.5% |
| 3Y | +189.2% | +165.5% | +23.7% | +148.3% |
| 5Y | +50.4% | -21.3% | +71.7% | +33.1% |
| All | +66.9% | -80.5% | +147.4% | +49.7% |
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