+310.9%
HBM vs ABCL
-82.1%
+393.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.3% |
| 7D | -3.3% | -4.7% | +1.4% | -2.4% |
| 30D | -4.8% | +5.2% | -10.0% | -6.1% |
| 3M | -0.4% | +106.6% | -107.1% | -15.6% |
| 6M | +17.9% | +198.4% | -180.5% | -7.3% |
| YTD | +33.7% | +218.4% | -184.7% | +3.0% |
| 1Y | +95.6% | +136.2% | -40.6% | +57.5% |
| 3Y | +458.1% | +103.2% | +355.0% | +333.0% |
| 5Y | +329.0% | -42.7% | +371.7% | +290.5% |
| All | +310.9% | -82.1% | +393.1% | +342.2% |
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