+1,354.0%
ABBV vs HAL
+22.0%
+1,332.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.2% |
| 7D | +1.3% | +6.1% | -4.8% | +0.4% |
| 30D | +4.7% | +2.9% | +1.8% | +4.2% |
| 3M | +18.3% | +3.3% | +15.0% | +17.6% |
| 6M | +43.4% | -16.9% | +60.3% | +46.6% |
| YTD | +33.0% | +21.2% | +11.8% | +28.1% |
| 1Y | +30.8% | +27.5% | +3.3% | +25.0% |
| 3Y | +135.1% | -6.4% | +141.6% | +131.1% |
| 5Y | +201.2% | +58.0% | +143.2% | +162.8% |
| 10Y | +602.7% | -14.6% | +617.3% | +526.8% |
| All | +1,354.0% | +22.0% | +1,332.0% | +1,048.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling