+40.7%
ABBV vs HBM
+47.3%
-6.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.6% | +3.2% |
| 7D | +3.1% | -5.8% | +8.9% | +2.9% |
| 30D | +11.6% | -18.5% | +30.1% | +11.2% |
| 3M | +21.7% | -10.3% | +31.9% | +21.3% |
| 6M | +43.5% | +2.1% | +41.4% | +42.0% |
| YTD | +32.9% | +12.0% | +20.9% | +31.0% |
| 1Y | +40.7% | +49.8% | -9.1% | +37.0% |
| All | +40.7% | +47.3% | -6.6% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling