+22.9%
ABBV vs HAL
+72.7%
-49.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.9% |
| 7D | -4.1% | -1.3% | -2.8% | -4.2% |
| 30D | +1.2% | +10.9% | -9.7% | +1.9% |
| 3M | +12.1% | -5.8% | +17.9% | +11.9% |
| 6M | +12.0% | +8.1% | +3.9% | +13.5% |
| YTD | +12.4% | +33.2% | -20.8% | +16.1% |
| 1Y | +22.9% | +74.2% | -51.2% | +27.9% |
| All | +22.9% | +72.7% | -49.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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