+26.5%
HYG vs ABCL
+111.1%
-84.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | 0.0% | +1.4% | -1.4% | 0.0% |
| 30D | -0.1% | +65.1% | -65.2% | -1.4% |
| 3M | +1.0% | +111.1% | -110.1% | -1.2% |
| 6M | +2.3% | +231.6% | -229.3% | -1.3% |
| YTD | +2.1% | +234.5% | -232.4% | -1.7% |
| 1Y | +3.8% | +174.3% | -170.5% | +0.2% |
| All | +26.5% | +111.1% | -84.6% | +22.3% |
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