-10.1%
HDB vs ABCL
+156.0%
-166.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.7% | -5.0% | +1.5% |
| 7D | +13.3% | -3.2% | +16.5% | +13.4% |
| 30D | +13.6% | -7.4% | +21.0% | +13.7% |
| 3M | +5.8% | +81.9% | -76.2% | +2.1% |
| 6M | -1.9% | +135.7% | -137.6% | -6.8% |
| YTD | -31.2% | +247.4% | -278.6% | -36.0% |
| 1Y | -29.6% | +162.3% | -191.8% | -33.7% |
| 3Y | -10.1% | +165.5% | -175.6% | -15.4% |
| All | -10.1% | +156.0% | -166.1% | -15.4% |
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