+25.9%
HD vs ABCL
+156.0%
-130.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.6% | -2.1% |
| 7D | +4.3% | -3.2% | +7.5% | +4.4% |
| 30D | +20.2% | -7.4% | +27.6% | +20.4% |
| 3M | -1.0% | +81.9% | -82.9% | -5.1% |
| 6M | +7.9% | +135.7% | -127.8% | +1.0% |
| YTD | +2.0% | +247.4% | -245.4% | -7.6% |
| 1Y | -4.3% | +162.3% | -166.6% | -11.7% |
| 3Y | +25.9% | +165.5% | -139.5% | +9.3% |
| All | +25.9% | +156.0% | -130.1% | +9.3% |
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 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