-16.7%
HDB vs ABCL
-81.2%
+64.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +2.7% | -3.3% | +6.0% | +3.0% |
| 30D | +14.1% | -7.1% | +21.3% | +14.4% |
| 3M | +11.8% | +4.7% | +7.1% | +10.7% |
| 6M | +8.2% | +140.9% | -132.7% | -0.4% |
| YTD | -29.3% | +236.0% | -265.3% | -37.0% |
| 1Y | -28.8% | +217.4% | -246.2% | -36.3% |
| 3Y | -7.5% | +188.7% | -196.2% | -19.8% |
| 5Y | -23.1% | -23.5% | +0.4% | -27.2% |
| All | -16.7% | -81.2% | +64.5% | -15.5% |
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