+233.0%
HCA vs ABCL
-81.2%
+314.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | +0.8% | -3.3% | +4.1% | +0.9% |
| 30D | +6.1% | -7.1% | +13.2% | +6.2% |
| 3M | +21.4% | +4.7% | +16.7% | +21.2% |
| 6M | +17.2% | +140.9% | -123.7% | +14.9% |
| YTD | +7.5% | +236.0% | -228.5% | +4.2% |
| 1Y | +6.2% | +217.4% | -211.2% | +3.1% |
| 3Y | +122.0% | +188.7% | -66.7% | +112.8% |
| 5Y | +112.2% | -23.5% | +135.7% | +108.1% |
| All | +233.0% | -81.2% | +314.2% | +228.5% |
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 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