+12.1%
HLT vs ABCL
+186.8%
-174.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -3.3% | +0.7% | -4.0% | -3.3% |
| 30D | -4.1% | +93.1% | -97.2% | -4.8% |
| 3M | -7.9% | +79.4% | -87.4% | -8.4% |
| 6M | +2.2% | +214.9% | -212.7% | -0.6% |
| YTD | +8.5% | +234.2% | -225.7% | +5.4% |
| 1Y | +12.1% | +174.8% | -162.6% | +6.3% |
| All | +12.1% | +186.8% | -174.7% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling