+50.1%
HST vs ABCL
+199.8%
-149.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +2.5% |
| 7D | -1.1% | +12.4% | -13.5% | -1.5% |
| 30D | +11.6% | -0.4% | +12.0% | +11.5% |
| 3M | +9.5% | +80.4% | -70.9% | +7.1% |
| 6M | +18.9% | +138.5% | -119.6% | +12.4% |
| YTD | +51.0% | +265.5% | -214.5% | +33.8% |
| All | +50.1% | +199.8% | -149.7% | +36.6% |
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