+170.8%
ABBV vs HDB
-37.8%
+208.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.7% |
| 7D | -4.3% | -2.0% | -2.3% | -4.1% |
| 30D | +1.1% | -4.9% | +6.0% | +1.6% |
| 3M | +12.3% | -2.3% | +14.6% | +12.4% |
| 6M | +9.8% | -23.7% | +33.5% | +12.5% |
| YTD | +11.5% | -38.5% | +49.9% | +16.5% |
| 1Y | +22.3% | -36.5% | +58.7% | +27.4% |
| 3Y | +85.2% | -28.5% | +113.6% | +90.6% |
| 5Y | +170.8% | -37.4% | +208.2% | +177.9% |
| All | +170.8% | -37.8% | +208.6% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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