+64.4%
HPQ vs ABCL
-81.2%
+145.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +3.7% | +65.1% | -61.4% | -1.9% |
| 3M | +24.3% | +111.1% | -86.8% | +13.8% |
| 6M | +64.8% | +231.6% | -166.8% | +43.9% |
| YTD | +43.9% | +234.5% | -190.6% | +24.7% |
| 1Y | +11.7% | +174.3% | -162.7% | -2.0% |
| 3Y | +19.7% | +111.5% | -91.8% | +3.0% |
| 5Y | +32.2% | -37.3% | +69.5% | +17.8% |
| All | +64.4% | -81.2% | +145.7% | +49.4% |
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