-28.8%
HDB vs ABCL
+198.4%
-227.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +2.7% | -3.3% | +6.0% | +2.9% |
| 30D | +14.1% | -7.1% | +21.3% | +14.2% |
| 3M | +11.8% | +4.7% | +7.1% | +10.8% |
| 6M | +8.2% | +140.9% | -132.7% | +1.9% |
| YTD | -29.3% | +236.0% | -265.3% | -34.7% |
| 1Y | -28.8% | +217.4% | -246.2% | -33.8% |
| All | -28.8% | +198.4% | -227.2% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling