+149.4%
HL vs ABCL
-21.8%
+171.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.7% | -4.7% | +0.4% |
| 7D | +8.9% | -3.2% | +12.1% | +9.4% |
| 30D | -10.1% | -7.4% | -2.7% | -8.8% |
| 3M | -7.0% | +81.9% | -89.0% | -21.7% |
| 6M | -18.8% | +135.7% | -154.5% | -36.9% |
| YTD | -23.1% | +247.4% | -270.5% | -45.9% |
| 1Y | +8.9% | +162.3% | -153.4% | -19.0% |
| 3Y | +255.0% | +165.5% | +89.5% | +145.8% |
| All | +149.4% | -21.8% | +171.2% | +106.7% |
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 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