+1,118.6%
ABBV vs HCA
+1,316.0%
-197.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -4.3% | -2.8% | -1.5% | -3.6% |
| 30D | +1.1% | -2.7% | +3.9% | +1.8% |
| 3M | +12.3% | +11.5% | +0.8% | +9.0% |
| 6M | +9.8% | -24.3% | +34.1% | +17.2% |
| YTD | +11.5% | -13.6% | +25.0% | +14.7% |
| 1Y | +22.3% | -3.2% | +25.5% | +21.9% |
| 3Y | +85.2% | +50.4% | +34.8% | +61.9% |
| 5Y | +170.8% | +64.8% | +106.1% | +124.7% |
| 10Y | +485.4% | +456.5% | +28.9% | +214.3% |
| All | +1,118.6% | +1,316.0% | -197.4% | +449.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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