+75.6%
HST vs ABCL
+138.2%
-62.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | +3.3% | -10.0% | +13.3% | +3.5% |
| 30D | +16.4% | -10.9% | +27.2% | +16.5% |
| 3M | +5.5% | +101.6% | -96.2% | +3.5% |
| 6M | +31.1% | +167.5% | -136.4% | +25.0% |
| YTD | +55.9% | +259.1% | -203.1% | +44.7% |
| 1Y | +75.6% | +152.2% | -76.5% | +64.0% |
| All | +75.6% | +138.2% | -62.6% | +64.0% |
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