+164.3%
HL vs ABCL
-81.2%
+245.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -11.1% | -3.3% | -7.8% | -10.4% |
| 30D | -12.1% | -7.1% | -5.0% | -10.9% |
| 3M | -26.1% | +4.7% | -30.8% | -27.6% |
| 6M | -37.7% | +140.9% | -178.6% | -50.5% |
| YTD | -31.7% | +236.0% | -267.7% | -49.6% |
| 1Y | -11.6% | +217.4% | -229.0% | -34.2% |
| 3Y | +249.6% | +188.7% | +60.9% | +148.6% |
| 5Y | +108.5% | -23.5% | +132.0% | +75.6% |
| All | +164.3% | -81.2% | +245.4% | +182.9% |
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 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