+72.2%
HPQ vs ABCL
-81.3%
+153.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +6.9% | +0.7% | +6.2% | +6.9% |
| 30D | +14.4% | +93.1% | -78.6% | +6.6% |
| 3M | +25.6% | +79.4% | -53.8% | +16.9% |
| 6M | +75.0% | +214.9% | -139.8% | +53.6% |
| YTD | +50.7% | +234.2% | -183.5% | +30.6% |
| 1Y | +18.7% | +174.8% | -156.1% | +4.1% |
| 3Y | +21.5% | +104.5% | -83.0% | +4.9% |
| 5Y | +31.6% | -39.0% | +70.6% | +17.3% |
| All | +72.2% | -81.3% | +153.5% | +56.4% |
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 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