+51.2%
HAS vs ABCL
-30.0%
+81.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.4% | +7.7% | -0.8% |
| 7D | 0.0% | -14.9% | +14.9% | +1.4% |
| 30D | +31.3% | -15.4% | +46.7% | +33.1% |
| 3M | +32.1% | +88.0% | -55.9% | +21.7% |
| 6M | +28.1% | +138.8% | -110.7% | +13.2% |
| YTD | +49.1% | +225.4% | -176.3% | +25.2% |
| 1Y | +60.5% | +137.3% | -76.8% | +40.0% |
| 3Y | +183.9% | +136.8% | +47.1% | +134.0% |
| 5Y | +51.2% | -26.2% | +77.5% | +30.7% |
| All | +51.2% | -30.0% | +81.3% | +30.7% |
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 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