+1,156.2%
ABBV vs HAL
+33.9%
+1,122.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.4% |
| 7D | +0.4% | +2.9% | -2.6% | 0.0% |
| 30D | +4.2% | +17.0% | -12.9% | +1.8% |
| 3M | +14.8% | -9.7% | +24.5% | +16.2% |
| 6M | +10.3% | +8.6% | +1.6% | +8.5% |
| YTD | +14.9% | +33.0% | -18.1% | +9.4% |
| 1Y | +24.1% | +68.3% | -44.2% | +13.7% |
| 3Y | +91.9% | +0.1% | +91.8% | +86.9% |
| 5Y | +176.0% | +102.6% | +73.4% | +131.0% |
| 10Y | +502.9% | +3.8% | +499.1% | +419.1% |
| All | +1,156.2% | +33.9% | +1,122.3% | +880.4% |
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