+37.2%
HBAN vs ABCL
-39.9%
+77.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +2.1% | +1.4% | +0.7% | +1.9% |
| 30D | -4.5% | +65.1% | -69.6% | -10.5% |
| 3M | +2.6% | +111.1% | -108.5% | -7.3% |
| 6M | +4.7% | +231.6% | -226.9% | -11.2% |
| YTD | -1.5% | +234.5% | -236.0% | -17.5% |
| 1Y | -1.9% | +174.3% | -176.3% | -16.8% |
| 3Y | +75.2% | +111.5% | -36.3% | +45.6% |
| 5Y | +37.2% | -37.3% | +74.5% | +17.6% |
| All | +37.2% | -39.9% | +77.1% | +17.6% |
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