+170.8%
ABBV vs HAL
+101.7%
+69.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -4.3% | +0.5% | -4.8% | -4.3% |
| 30D | +1.1% | +15.9% | -14.8% | 0.0% |
| 3M | +12.3% | -8.7% | +21.0% | +13.0% |
| 6M | +9.8% | +9.0% | +0.7% | +8.9% |
| YTD | +11.5% | +32.0% | -20.6% | +8.6% |
| 1Y | +22.3% | +72.5% | -50.2% | +16.1% |
| 3Y | +85.2% | -4.5% | +89.7% | +82.1% |
| 5Y | +170.8% | +109.7% | +61.2% | +139.5% |
| All | +170.8% | +101.7% | +69.2% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling