+604.1%
ABBV vs HBM
+281.1%
+323.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +1.3% | +2.2% | -1.0% | +1.1% |
| 30D | +4.7% | -11.8% | +16.5% | +5.5% |
| 3M | +18.3% | -19.2% | +37.6% | +19.7% |
| 6M | +43.4% | -22.9% | +66.3% | +44.7% |
| YTD | +33.0% | +7.8% | +25.2% | +30.1% |
| 1Y | +30.8% | +34.9% | -4.1% | +25.7% |
| 3Y | +135.1% | +422.2% | -287.1% | +99.2% |
| 5Y | +201.2% | +192.8% | +8.4% | +161.2% |
| All | +604.1% | +281.1% | +323.0% | +432.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling