+47.4%
ABBV vs HAL
-17.3%
+64.7%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.3% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.6% | +1.0% | +4.6% | +5.8% |
| 3M | +18.7% | -2.1% | +20.8% | +18.8% |
| 6M | +47.4% | -17.5% | +64.9% | +50.2% |
| All | +47.4% | -17.3% | +64.7% | +50.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling