+11.7%
HPQ vs ABCL
+171.1%
-159.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.6% |
| 3M | +24.3% | +111.1% | -86.8% | +12.9% |
| 6M | +64.8% | +231.6% | -166.8% | +42.7% |
| YTD | +43.9% | +234.5% | -190.6% | +23.0% |
| 1Y | +11.7% | +174.3% | -162.7% | -0.1% |
| All | +11.7% | +171.1% | -159.4% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling