+317.2%
HL vs ABCL
-81.3%
+398.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +25.1% | +93.1% | -68.0% | +6.6% |
| 3M | +22.9% | +79.4% | -56.5% | +5.7% |
| 6M | -4.9% | +214.9% | -219.8% | -28.2% |
| YTD | +7.8% | +234.2% | -226.4% | -19.6% |
| 1Y | +133.9% | +174.8% | -40.9% | +79.3% |
| 3Y | +380.9% | +104.5% | +276.4% | +265.1% |
| 5Y | +230.2% | -39.0% | +269.2% | +186.9% |
| All | +317.2% | -81.3% | +398.5% | +351.1% |
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