+231.3%
HBM vs ABCL
-81.2%
+312.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +2.2% | -3.3% | +5.5% | +3.0% |
| 30D | -11.8% | -7.1% | -4.7% | -10.6% |
| 3M | -19.2% | +4.7% | -23.9% | -20.4% |
| 6M | -22.9% | +140.9% | -163.8% | -36.8% |
| YTD | +7.8% | +236.0% | -228.2% | -18.1% |
| 1Y | +34.9% | +217.4% | -182.5% | +3.5% |
| 3Y | +422.2% | +188.7% | +233.5% | +280.9% |
| 5Y | +192.8% | -23.5% | +216.3% | +155.7% |
| All | +231.3% | -81.2% | +312.5% | +251.8% |
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 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