+50.5%
HPQ vs ABCL
-79.5%
+130.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -6.0% | -1.2% |
| 7D | -0.6% | +12.4% | -13.0% | -1.8% |
| 30D | -6.5% | -0.4% | -6.1% | -6.7% |
| 3M | -5.1% | +80.4% | -85.5% | -11.4% |
| 6M | +27.3% | +138.5% | -111.2% | +14.4% |
| YTD | +31.7% | +265.5% | -233.8% | +12.6% |
| 1Y | +13.0% | +219.7% | -206.7% | -2.3% |
| 3Y | +18.3% | +209.4% | -191.1% | -1.7% |
| 5Y | +7.4% | -15.0% | +22.4% | -5.5% |
| All | +50.5% | -79.5% | +130.0% | +34.8% |
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