+100.3%
HIG vs ABCL
+105.4%
-5.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -1.1% | +1.4% | -2.5% | -1.1% |
| 30D | -4.9% | +65.1% | -70.0% | -4.5% |
| 3M | +6.8% | +111.1% | -104.3% | +7.4% |
| 6M | -1.7% | +231.6% | -233.3% | -1.2% |
| YTD | -0.2% | +234.5% | -234.7% | +0.2% |
| 1Y | +5.7% | +174.3% | -168.6% | +6.1% |
| 3Y | +100.3% | +111.5% | -11.2% | +94.9% |
| All | +100.3% | +105.4% | -5.1% | +94.9% |
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