+504.9%
ABBV vs DHI
+414.5%
+90.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +0.3% | -3.4% | +3.7% | +0.8% |
| 30D | +3.4% | -5.4% | +8.8% | +4.3% |
| 3M | +15.2% | -10.4% | +25.7% | +17.0% |
| 6M | +14.7% | -2.8% | +17.4% | +14.6% |
| YTD | +15.2% | -3.4% | +18.6% | +14.8% |
| 1Y | +20.4% | -22.9% | +43.3% | +24.5% |
| 3Y | +91.3% | +20.7% | +70.7% | +78.8% |
| 5Y | +189.6% | +62.1% | +127.4% | +149.0% |
| All | +504.9% | +414.5% | +90.4% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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