+235.0%
HIG vs ABCL
-79.6%
+314.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +2.1% | +2.3% | -0.2% | +2.1% |
| 30D | +6.7% | -0.7% | +7.4% | +6.7% |
| 3M | -1.9% | +33.4% | -35.3% | -2.2% |
| 6M | +5.3% | +137.8% | -132.5% | +4.3% |
| YTD | +1.3% | +264.3% | -263.0% | -0.3% |
| 1Y | +7.2% | +209.2% | -202.0% | +5.7% |
| 3Y | +96.6% | +208.4% | -111.8% | +91.5% |
| 5Y | +110.0% | -11.9% | +121.9% | +106.2% |
| All | +235.0% | -79.6% | +314.5% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling