+324.9%
HBM vs ABCL
-81.3%
+406.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 3M | -8.9% | +79.4% | -88.3% | -20.4% |
| 6M | +10.7% | +214.9% | -204.2% | -13.9% |
| YTD | +38.3% | +234.2% | -195.9% | +5.5% |
| 1Y | +121.3% | +174.8% | -53.4% | +73.2% |
| 3Y | +450.6% | +104.5% | +346.1% | +326.1% |
| 5Y | +338.0% | -39.0% | +377.0% | +294.3% |
| All | +324.9% | -81.3% | +406.2% | +353.0% |
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