+190.7%
HAS vs ABCL
+139.9%
+50.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.4% | +7.7% | -1.0% |
| 7D | 0.0% | -14.9% | +14.9% | +1.1% |
| 30D | +31.3% | -15.4% | +46.7% | +32.7% |
| 3M | +32.1% | +88.0% | -55.9% | +23.8% |
| 6M | +28.1% | +138.8% | -110.7% | +16.0% |
| YTD | +49.1% | +225.4% | -176.3% | +29.0% |
| 1Y | +60.5% | +137.3% | -76.8% | +43.9% |
| All | +190.7% | +139.9% | +50.9% | +142.4% |
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