+10.3%
HLT vs ABCL
+152.1%
-141.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.1% |
| 7D | -1.6% | -4.7% | +3.1% | -1.6% |
| 30D | -5.0% | +5.2% | -10.2% | -5.1% |
| 3M | -10.4% | +106.6% | -117.0% | -11.3% |
| 6M | +3.2% | +198.4% | -195.1% | +0.6% |
| YTD | +6.7% | +218.4% | -211.7% | +3.9% |
| 1Y | +10.3% | +136.2% | -126.0% | +5.1% |
| All | +10.3% | +152.1% | -141.8% | +5.1% |
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 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