+261.2%
HLT vs ABCL
-81.2%
+342.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +0.7% | -3.3% | +4.0% | +0.9% |
| 30D | +13.7% | -7.1% | +20.9% | +14.0% |
| 3M | +16.3% | +4.7% | +11.6% | +15.7% |
| 6M | +19.9% | +140.9% | -121.0% | +13.1% |
| YTD | +30.1% | +236.0% | -205.9% | +19.8% |
| 1Y | +38.5% | +217.4% | -178.9% | +27.9% |
| 3Y | +131.0% | +188.7% | -57.6% | +107.2% |
| 5Y | +163.7% | -23.5% | +187.2% | +144.0% |
| All | +261.2% | -81.2% | +342.3% | +233.5% |
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