+31.4%
HAS vs ABCL
+176.3%
-144.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +3.1% |
| 7D | +2.4% | -10.0% | +12.4% | +2.4% |
| 30D | +31.6% | -10.9% | +42.5% | +31.7% |
| 3M | +33.9% | +101.6% | -67.8% | +34.4% |
| 6M | +31.4% | +167.5% | -136.1% | +36.7% |
| All | +31.4% | +176.3% | -144.8% | +36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling