+8.4%
HON vs ABCL
-81.9%
+90.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.4% |
| 7D | -0.6% | -2.7% | +2.2% | -0.4% |
| 30D | -15.4% | +18.3% | -33.7% | -16.2% |
| 3M | -9.1% | +108.5% | -117.6% | -13.3% |
| 6M | -17.1% | +213.9% | -231.0% | -22.9% |
| YTD | +1.5% | +223.1% | -221.6% | -6.0% |
| 1Y | -1.3% | +160.6% | -161.9% | -8.0% |
| 3Y | +19.5% | +104.3% | -84.7% | +9.9% |
| 5Y | +3.1% | -40.0% | +43.1% | -4.9% |
| All | +8.4% | -81.9% | +90.3% | -0.1% |
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 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