+78.1%
HST vs ABCL
+139.9%
-61.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.4% | +3.7% | -4.9% |
| 7D | -4.2% | -14.9% | +10.7% | -3.0% |
| 30D | +9.6% | -15.4% | +24.9% | +10.8% |
| 3M | -1.1% | +88.0% | -89.1% | -7.6% |
| 6M | +21.1% | +138.8% | -117.8% | +8.8% |
| YTD | +47.1% | +225.4% | -178.3% | +26.3% |
| 1Y | +64.0% | +137.3% | -73.3% | +45.6% |
| All | +78.1% | +139.9% | -61.8% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling