+121.3%
HBM vs ABCL
+186.8%
-65.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -6.4% | +0.7% | -7.1% | -6.5% |
| 30D | +5.9% | +93.1% | -87.2% | -11.1% |
| 3M | -8.9% | +79.4% | -88.3% | -22.6% |
| 6M | +10.7% | +214.9% | -204.2% | -20.1% |
| YTD | +38.3% | +234.2% | -195.9% | -3.2% |
| 1Y | +121.3% | +174.8% | -53.4% | +73.5% |
| All | +121.3% | +186.8% | -65.5% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling