+143.7%
HLT vs ABCL
-47.0%
+190.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.1% |
| 7D | -2.6% | -9.6% | +7.0% | -2.0% |
| 30D | -2.6% | +7.2% | -9.8% | -3.2% |
| 3M | -9.4% | +105.5% | -114.9% | -14.5% |
| 6M | +2.7% | +193.0% | -190.3% | -6.2% |
| YTD | +6.8% | +205.8% | -199.1% | -3.3% |
| 1Y | +12.4% | +144.4% | -132.0% | +2.6% |
| 3Y | +100.2% | +93.3% | +6.8% | +79.8% |
| 5Y | +143.7% | -44.9% | +188.6% | +114.3% |
| All | +143.7% | -47.0% | +190.7% | +114.3% |
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 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