+118.5%
HIG vs ABCL
-39.9%
+158.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | +6.8% | +111.1% | -104.3% | +5.2% |
| 6M | -1.7% | +231.6% | -233.3% | -4.4% |
| YTD | -0.2% | +234.5% | -234.7% | -3.1% |
| 1Y | +5.7% | +174.3% | -168.6% | +2.9% |
| 3Y | +100.3% | +111.5% | -11.2% | +93.9% |
| 5Y | +118.5% | -37.3% | +155.8% | +112.0% |
| All | +118.5% | -39.9% | +158.4% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling