+485.4%
ABBV vs HAS
+53.3%
+432.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.7% |
| 7D | -4.3% | -3.1% | -1.2% | -3.9% |
| 30D | +1.1% | -2.7% | +3.8% | +1.5% |
| 3M | +12.3% | +8.9% | +3.4% | +10.9% |
| 6M | +9.8% | -2.9% | +12.7% | +9.9% |
| YTD | +11.5% | +12.6% | -1.2% | +9.0% |
| 1Y | +22.3% | +17.5% | +4.8% | +18.7% |
| 3Y | +85.2% | +46.2% | +39.0% | +72.1% |
| 5Y | +170.8% | +12.6% | +158.3% | +160.7% |
| 10Y | +485.4% | +55.7% | +429.7% | +419.2% |
| All | +485.4% | +53.3% | +432.2% | +419.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling