+201.6%
ABBV vs HAS
+48.2%
+153.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | +4.7% | +26.3% | -21.6% | +2.4% |
| 3M | +18.3% | +25.6% | -7.3% | +15.8% |
| 6M | +43.4% | +30.3% | +13.1% | +39.6% |
| YTD | +33.0% | +50.4% | -17.4% | +27.5% |
| 1Y | +30.8% | +57.7% | -26.9% | +24.9% |
| 3Y | +135.1% | +213.4% | -78.2% | +116.3% |
| All | +201.6% | +48.2% | +153.3% | +196.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling