+21.7%
HBAN vs ABCL
-16.0%
+37.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +0.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.9% |
| 30D | +3.1% | -5.4% | +8.5% | +3.4% |
| 3M | -9.8% | +22.4% | -32.2% | -12.7% |
| 6M | +1.4% | +127.6% | -126.2% | -10.7% |
| YTD | -5.8% | +249.4% | -255.2% | -22.5% |
| 1Y | +4.2% | +198.0% | -193.8% | -12.6% |
| 3Y | +74.9% | +195.8% | -120.9% | +37.5% |
| 5Y | +21.7% | -20.6% | +42.3% | +3.8% |
| All | +21.7% | -16.0% | +37.6% | +3.8% |
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