+54.2%
HD vs ABCL
-79.5%
+133.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +2.6% |
| 7D | +3.6% | +12.4% | -8.8% | +2.9% |
| 30D | +21.6% | -0.4% | +21.9% | +21.3% |
| 3M | +0.1% | +80.4% | -80.3% | -4.4% |
| 6M | +13.0% | +138.5% | -125.6% | +5.1% |
| YTD | +4.9% | +265.5% | -260.6% | -5.8% |
| 1Y | -2.1% | +219.7% | -221.8% | -11.4% |
| 3Y | +32.6% | +209.4% | -176.8% | +15.9% |
| 5Y | +8.2% | -15.0% | +23.3% | -1.2% |
| All | +54.2% | -79.5% | +133.7% | +42.1% |
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