-25.2%
HDB vs ABCL
-81.3%
+56.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | -2.8% | +93.1% | -95.9% | -8.1% |
| 3M | -3.5% | +79.4% | -83.0% | -8.5% |
| 6M | -24.7% | +214.9% | -239.6% | -31.9% |
| YTD | -36.6% | +234.2% | -270.8% | -43.2% |
| 1Y | -34.4% | +174.8% | -209.1% | -40.8% |
| 3Y | -24.4% | +104.5% | -128.9% | -32.1% |
| 5Y | -35.4% | -39.0% | +3.7% | -38.1% |
| All | -25.2% | -81.3% | +56.0% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling