+232.0%
HIG vs ABCL
-81.9%
+313.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.7% |
| 7D | -0.5% | -2.7% | +2.3% | -0.5% |
| 30D | -2.8% | +18.3% | -21.1% | -3.0% |
| 3M | +6.3% | +108.5% | -102.1% | +5.6% |
| 6M | -0.1% | +213.9% | -214.0% | -1.5% |
| YTD | +0.4% | +223.1% | -222.7% | -1.1% |
| 1Y | +6.2% | +160.6% | -154.4% | +4.8% |
| 3Y | +101.6% | +104.3% | -2.6% | +97.7% |
| 5Y | +119.8% | -40.0% | +159.9% | +114.9% |
| All | +232.0% | -81.9% | +313.8% | +234.3% |
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