+58.2%
HBAN vs ABCL
-81.0%
+139.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.7% |
| 7D | +0.8% | +4.4% | -3.6% | +0.4% |
| 30D | +3.2% | -7.9% | +11.1% | +3.6% |
| 3M | -11.1% | +12.2% | -23.3% | -12.6% |
| 6M | +1.2% | +134.7% | -133.6% | -8.5% |
| YTD | -6.7% | +239.8% | -246.4% | -19.4% |
| 1Y | +2.4% | +192.7% | -190.3% | -10.3% |
| 3Y | +73.3% | +187.6% | -114.4% | +45.2% |
| 5Y | +20.7% | -22.6% | +43.4% | +6.4% |
| All | +58.2% | -81.0% | +139.2% | +47.6% |
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 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