+29.8%
HAS vs ABCL
-81.3%
+111.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | +10.4% | +79.4% | -69.1% | +4.0% |
| 6M | -3.2% | +214.9% | -218.1% | -13.7% |
| YTD | +15.4% | +234.2% | -218.8% | +1.7% |
| 1Y | +18.8% | +174.8% | -156.0% | +5.8% |
| 3Y | +43.9% | +104.5% | -60.5% | +26.2% |
| 5Y | +13.9% | -39.0% | +52.9% | +1.4% |
| All | +29.8% | -81.3% | +111.1% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling