+4.6%
HIG vs ABCL
+186.8%
-182.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | -3.2% | +93.1% | -96.3% | -1.3% |
| 3M | +9.1% | +79.4% | -70.3% | +11.4% |
| 6M | -1.8% | +214.9% | -216.7% | +1.6% |
| YTD | +1.8% | +234.2% | -232.4% | +5.9% |
| 1Y | +4.6% | +174.8% | -170.2% | +7.8% |
| All | +4.6% | +186.8% | -182.3% | +7.8% |
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