+71.7%
HST vs ABCL
-41.3%
+113.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -12.3% | +93.1% | -105.3% | -19.2% |
| 3M | -6.4% | +79.4% | -85.8% | -13.7% |
| 6M | +15.0% | +214.9% | -199.9% | -2.0% |
| YTD | +30.5% | +234.2% | -203.7% | +9.4% |
| 1Y | +35.7% | +174.8% | -139.1% | +15.1% |
| 3Y | +68.4% | +104.5% | -36.1% | +40.8% |
| All | +71.7% | -41.3% | +113.0% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling