+312.8%
HL vs ABCL
-81.2%
+394.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +7.1% | +1.4% | +5.6% | +6.8% |
| 30D | +21.4% | +65.1% | -43.6% | +7.4% |
| 3M | +37.4% | +111.1% | -73.6% | +13.8% |
| 6M | +0.4% | +231.6% | -231.2% | -25.1% |
| YTD | +6.7% | +234.5% | -227.8% | -20.5% |
| 1Y | +102.4% | +174.3% | -72.0% | +55.2% |
| 3Y | +417.4% | +111.5% | +306.0% | +290.7% |
| 5Y | +243.3% | -37.3% | +280.6% | +196.9% |
| All | +312.8% | -81.2% | +394.0% | +346.2% |
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