-16.8%
HDB vs ABCL
-79.5%
+62.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.6% | +2.3% |
| 7D | +13.7% | +12.4% | +1.3% | +12.7% |
| 30D | +15.8% | -0.4% | +16.2% | +15.6% |
| 3M | +9.2% | +80.4% | -71.1% | +3.5% |
| 6M | +3.2% | +138.5% | -135.4% | -4.9% |
| YTD | -29.4% | +265.5% | -294.9% | -37.4% |
| 1Y | -27.9% | +219.7% | -247.6% | -35.5% |
| 3Y | -5.9% | +209.4% | -215.3% | -18.8% |
| 5Y | -23.5% | -15.0% | -8.5% | -28.2% |
| All | -16.8% | -79.5% | +62.7% | -16.0% |
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