+1,156.2%
ABBV vs HBM
+175.5%
+980.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | +0.4% | -6.4% | +6.7% | +0.8% |
| 30D | +4.2% | +5.9% | -1.7% | +3.7% |
| 3M | +14.8% | -8.9% | +23.7% | +15.0% |
| 6M | +10.3% | +10.7% | -0.4% | +8.6% |
| YTD | +14.9% | +38.3% | -23.4% | +11.1% |
| 1Y | +24.1% | +121.3% | -97.2% | +15.7% |
| 3Y | +91.9% | +450.6% | -358.6% | +64.9% |
| 5Y | +176.0% | +338.0% | -161.9% | +135.4% |
| 10Y | +502.9% | +578.6% | -75.7% | +358.6% |
| All | +1,156.2% | +175.5% | +980.7% | +883.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling