+65.6%
HBAN vs ABCL
-81.9%
+147.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.5% |
| 7D | -1.5% | -2.7% | +1.2% | -1.2% |
| 30D | -5.5% | +18.3% | -23.8% | -7.2% |
| 3M | -0.2% | +108.5% | -108.7% | -8.0% |
| 6M | +5.2% | +213.9% | -208.8% | -7.4% |
| YTD | -2.3% | +223.1% | -225.4% | -14.8% |
| 1Y | -2.2% | +160.6% | -162.8% | -13.7% |
| 3Y | +73.8% | +104.3% | -30.4% | +50.1% |
| 5Y | +35.2% | -40.0% | +75.3% | +20.2% |
| All | +65.6% | -81.9% | +147.5% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling