+1,149.0%
ABBV vs DHI
+665.8%
+483.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.1% |
| 7D | -2.0% | -6.1% | +4.1% | -0.9% |
| 30D | +2.0% | -10.1% | +12.1% | +3.9% |
| 3M | +14.2% | -7.3% | +21.5% | +15.4% |
| 6M | +14.1% | -6.1% | +20.2% | +14.7% |
| YTD | +14.2% | -5.0% | +19.3% | +14.2% |
| 1Y | +24.2% | -22.1% | +46.3% | +28.6% |
| 3Y | +89.8% | +19.2% | +70.6% | +76.9% |
| 5Y | +187.2% | +59.4% | +127.8% | +145.4% |
| 10Y | +506.7% | +401.8% | +104.9% | +272.2% |
| All | +1,149.0% | +665.8% | +483.2% | +609.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling