+236.4%
HIG vs ABCL
-81.3%
+317.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | -3.2% | +93.1% | -96.3% | -3.8% |
| 3M | +9.1% | +79.4% | -70.3% | +8.5% |
| 6M | -1.8% | +214.9% | -216.7% | -3.1% |
| YTD | +1.8% | +234.2% | -232.4% | +0.2% |
| 1Y | +4.6% | +174.8% | -170.2% | +3.1% |
| 3Y | +101.6% | +104.5% | -2.8% | +97.8% |
| 5Y | +124.5% | -39.0% | +163.5% | +119.4% |
| All | +236.4% | -81.3% | +317.6% | +238.7% |
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