+28.3%
HD vs ABCL
+139.9%
-111.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.4% | +7.8% | -1.1% |
| 7D | +6.4% | -14.9% | +21.3% | +7.0% |
| 30D | +22.1% | -15.4% | +37.4% | +22.8% |
| 3M | -0.2% | +88.0% | -88.2% | -4.6% |
| 6M | +12.6% | +138.8% | -126.2% | +5.1% |
| YTD | +3.9% | +225.4% | -221.5% | -5.6% |
| 1Y | -3.7% | +137.3% | -141.1% | -10.8% |
| All | +28.3% | +139.9% | -111.6% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling