+53.1%
HD vs ABCL
-79.6%
+132.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +5.2% | +2.3% | +2.9% | +5.0% |
| 30D | +20.7% | -0.7% | +21.4% | +20.5% |
| 3M | +0.8% | +33.4% | -32.6% | -1.5% |
| 6M | +12.2% | +137.8% | -125.6% | +4.4% |
| YTD | +4.2% | +264.3% | -260.1% | -6.4% |
| 1Y | -2.6% | +209.2% | -211.7% | -11.6% |
| 3Y | +30.0% | +208.4% | -178.4% | +13.7% |
| 5Y | +8.1% | -11.9% | +20.0% | -1.4% |
| All | +53.1% | -79.6% | +132.7% | +41.2% |
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