+24.0%
HYG vs ABCL
-82.9%
+106.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.9% | -0.3% |
| 7D | -0.7% | -9.6% | +8.8% | -0.4% |
| 30D | -0.6% | +7.2% | -7.7% | -0.9% |
| 3M | +0.4% | +105.5% | -105.1% | -2.3% |
| 6M | +1.2% | +193.0% | -191.8% | -2.9% |
| YTD | +1.5% | +205.8% | -204.4% | -3.0% |
| 1Y | +3.2% | +144.4% | -141.2% | -0.9% |
| 3Y | +25.9% | +93.3% | -67.4% | +20.2% |
| 5Y | +18.6% | -44.9% | +63.5% | +15.6% |
| All | +24.0% | -82.9% | +106.8% | +22.0% |
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