+35.7%
HST vs ABCL
+186.8%
-151.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | -12.3% | +93.1% | -105.3% | -14.2% |
| 3M | -6.4% | +79.4% | -85.8% | -8.2% |
| 6M | +15.0% | +214.9% | -199.9% | +7.8% |
| YTD | +30.5% | +234.2% | -203.7% | +21.4% |
| 1Y | +35.7% | +174.8% | -139.1% | +27.0% |
| All | +35.7% | +186.8% | -151.2% | +27.0% |
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