+510.3%
HBM vs ABCL
+111.1%
+399.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +7.4% | +1.4% | +5.9% | +7.0% |
| 30D | +5.1% | +65.1% | -60.0% | -7.0% |
| 3M | +11.1% | +111.1% | -99.9% | -7.9% |
| 6M | +30.2% | +231.6% | -201.4% | -2.6% |
| YTD | +46.2% | +234.5% | -188.3% | +8.0% |
| 1Y | +120.0% | +174.3% | -54.3% | +67.4% |
| All | +510.3% | +111.1% | +399.2% | +371.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling