+123.2%
HST vs ABCL
-79.5%
+202.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +2.2% |
| 7D | -1.1% | +12.4% | -13.5% | -2.2% |
| 30D | +11.6% | -0.4% | +12.0% | +11.4% |
| 3M | +9.5% | +80.4% | -70.9% | +2.5% |
| 6M | +18.9% | +138.5% | -119.6% | +6.9% |
| YTD | +51.0% | +265.5% | -214.5% | +28.5% |
| 1Y | +53.0% | +219.7% | -166.7% | +31.9% |
| 3Y | +87.5% | +209.4% | -121.9% | +54.3% |
| 5Y | +76.7% | -15.0% | +91.7% | +56.4% |
| All | +123.2% | -79.5% | +202.7% | +111.1% |
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 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