+169.8%
HCA vs ABCL
-81.3%
+251.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | -1.1% | +93.1% | -94.2% | -2.3% |
| 3M | +12.2% | +79.4% | -67.3% | +10.9% |
| 6M | -25.3% | +214.9% | -240.2% | -27.2% |
| YTD | -12.9% | +234.2% | -247.2% | -15.5% |
| 1Y | -0.9% | +174.8% | -175.7% | -3.6% |
| 3Y | +47.6% | +104.5% | -56.8% | +43.7% |
| 5Y | +67.0% | -39.0% | +106.0% | +63.5% |
| All | +169.8% | -81.3% | +251.0% | +166.3% |
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