+499.9%
ABBV vs HBM
+622.7%
-122.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.2% | +2.1% |
| 7D | -2.0% | -3.7% | +1.7% | -1.8% |
| 30D | +2.0% | -3.7% | +5.6% | +2.1% |
| 3M | +14.2% | +8.0% | +6.2% | +13.0% |
| 6M | +14.1% | +15.8% | -1.7% | +11.7% |
| YTD | +14.2% | +34.4% | -20.1% | +10.2% |
| 1Y | +24.2% | +98.2% | -73.9% | +15.9% |
| 3Y | +89.8% | +476.6% | -386.8% | +59.4% |
| 5Y | +187.2% | +331.1% | -143.9% | +140.3% |
| All | +499.9% | +622.7% | -122.8% | +303.7% |
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