+128.0%
ABBV vs HAS
+181.4%
-53.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | +8.0% | +31.0% | -23.0% | +3.6% |
| 3M | +20.2% | +30.7% | -10.5% | +15.3% |
| 6M | +44.0% | +23.9% | +20.1% | +38.9% |
| YTD | +31.3% | +48.3% | -17.0% | +22.4% |
| 1Y | +37.0% | +60.2% | -23.2% | +26.0% |
| 3Y | +128.0% | +189.2% | -61.3% | +96.6% |
| All | +128.0% | +181.4% | -53.5% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling