-16.1%
HDB vs ABCL
-80.4%
+64.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.4% |
| 7D | +6.9% | -2.7% | +9.6% | +7.1% |
| 30D | +15.2% | -5.4% | +20.7% | +15.4% |
| 3M | +11.7% | +22.4% | -10.7% | +9.4% |
| 6M | +7.5% | +127.6% | -120.1% | -0.6% |
| YTD | -28.8% | +249.4% | -278.2% | -36.7% |
| 1Y | -29.1% | +198.0% | -227.1% | -36.3% |
| 3Y | -7.0% | +195.8% | -202.8% | -19.5% |
| 5Y | -22.1% | -20.6% | -1.5% | -26.5% |
| All | -16.1% | -80.4% | +64.3% | -15.1% |
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