+201.2%
HLT vs ABCL
-81.3%
+282.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -3.3% | +0.7% | -4.0% | -3.3% |
| 30D | -4.1% | +93.1% | -97.2% | -7.6% |
| 3M | -7.9% | +79.4% | -87.4% | -11.2% |
| 6M | +2.2% | +214.9% | -212.7% | -5.0% |
| YTD | +8.5% | +234.2% | -225.7% | +0.2% |
| 1Y | +12.1% | +174.8% | -162.6% | +4.0% |
| 3Y | +107.6% | +104.5% | +3.1% | +90.3% |
| 5Y | +156.4% | -39.0% | +195.4% | +136.9% |
| All | +201.2% | -81.3% | +282.5% | +179.0% |
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