+12.9%
HAS vs ABCL
-41.3%
+54.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | +2.3% | +93.1% | -90.8% | -5.2% |
| 3M | +10.4% | +79.4% | -69.1% | +2.4% |
| 6M | -3.2% | +214.9% | -218.1% | -16.5% |
| YTD | +15.4% | +234.2% | -218.8% | -2.0% |
| 1Y | +18.8% | +174.8% | -156.0% | +2.3% |
| 3Y | +43.9% | +104.5% | -60.5% | +22.2% |
| All | +12.9% | -41.3% | +54.2% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling