+181.0%
ABBV vs HBM
+392.2%
-211.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | -4.1% | +5.5% | -9.6% | -4.3% |
| 30D | +1.2% | +3.3% | -2.1% | +1.0% |
| 3M | +12.1% | +12.7% | -0.6% | +11.5% |
| 6M | +12.0% | +28.2% | -16.2% | +10.5% |
| YTD | +12.4% | +45.3% | -32.9% | +10.1% |
| 1Y | +22.9% | +121.7% | -98.8% | +18.1% |
| 3Y | +86.8% | +523.5% | -436.8% | +71.0% |
| 5Y | +181.0% | +393.9% | -212.9% | +155.1% |
| All | +181.0% | +392.2% | -211.2% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling