+1.8%
HYG vs ABCL
+198.4%
-196.7%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.3% |
| 6M | -0.8% | +140.9% | -141.7% | -2.8% |
| YTD | +0.3% | +236.0% | -235.7% | -2.6% |
| 1Y | +1.8% | +217.4% | -215.6% | -1.0% |
| All | +1.8% | +198.4% | -196.7% | -1.0% |
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 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