+1,156.2%
ABBV vs HAS
+294.3%
+861.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +0.4% | -1.8% | +2.2% | +0.7% |
| 30D | +4.2% | +2.3% | +1.9% | +3.7% |
| 3M | +14.8% | +10.4% | +4.5% | +12.8% |
| 6M | +10.3% | -3.2% | +13.5% | +10.5% |
| YTD | +14.9% | +15.4% | -0.5% | +11.3% |
| 1Y | +24.1% | +18.8% | +5.3% | +19.5% |
| 3Y | +91.9% | +43.9% | +48.0% | +75.9% |
| 5Y | +176.0% | +13.9% | +162.1% | +161.9% |
| 10Y | +502.9% | +56.4% | +446.5% | +385.1% |
| All | +1,156.2% | +294.3% | +861.9% | +621.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling