+117.4%
HST vs ABCL
-80.5%
+197.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.8% | -0.6% |
| 7D | -2.7% | -3.2% | +0.5% | -2.5% |
| 30D | +10.7% | -7.4% | +18.1% | +11.2% |
| 3M | +6.3% | +81.9% | -75.7% | -0.7% |
| 6M | +19.0% | +135.7% | -116.7% | +6.9% |
| YTD | +47.0% | +247.4% | -200.3% | +25.7% |
| 1Y | +53.4% | +162.3% | -108.8% | +34.7% |
| 3Y | +78.0% | +165.5% | -87.5% | +48.7% |
| 5Y | +71.7% | -21.3% | +93.0% | +52.8% |
| All | +117.4% | -80.5% | +197.9% | +106.5% |
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