+233.5%
HIG vs ABCL
-80.4%
+313.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | -0.4% |
| 7D | -0.7% | -2.7% | +2.0% | -0.7% |
| 30D | +5.4% | -5.4% | +10.8% | +5.4% |
| 3M | -0.9% | +22.4% | -23.4% | -1.1% |
| 6M | +4.8% | +127.6% | -122.8% | +3.8% |
| YTD | +0.9% | +249.4% | -248.5% | -0.7% |
| 1Y | +6.5% | +198.0% | -191.5% | +5.0% |
| 3Y | +95.7% | +195.8% | -100.0% | +90.6% |
| 5Y | +107.1% | -20.6% | +127.7% | +103.1% |
| All | +233.5% | -80.4% | +313.9% | +235.5% |
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