+20.4%
ABBV vs DHI
-21.2%
+41.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +0.3% | -3.4% | +3.7% | +0.5% |
| 30D | +3.4% | -5.4% | +8.8% | +3.7% |
| 3M | +15.2% | -10.4% | +25.7% | +15.8% |
| 6M | +14.7% | -2.8% | +17.4% | +14.9% |
| YTD | +15.2% | -3.4% | +18.6% | +15.3% |
| 1Y | +20.4% | -22.9% | +43.3% | +24.6% |
| All | +20.4% | -21.2% | +41.5% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling