+22.5%
HYG vs ABCL
-81.2%
+103.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | 0.0% |
| 7D | -0.4% | -3.3% | +2.9% | -0.3% |
| 30D | +0.7% | -7.1% | +7.8% | +0.8% |
| 3M | -2.1% | +4.7% | -6.8% | -2.5% |
| 6M | -0.8% | +140.9% | -141.7% | -4.2% |
| YTD | +0.3% | +236.0% | -235.7% | -4.6% |
| 1Y | +1.8% | +217.4% | -215.6% | -3.0% |
| 3Y | +24.1% | +188.7% | -164.6% | +16.8% |
| 5Y | +17.7% | -23.5% | +41.2% | +14.1% |
| All | +22.5% | -81.2% | +103.6% | +20.0% |
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