+1,354.0%
ABBV vs HIG
+691.0%
+662.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.3% | +2.6% | -1.3% | +0.5% |
| 30D | +4.7% | +4.2% | +0.5% | +3.4% |
| 3M | +18.3% | +0.2% | +18.2% | +18.1% |
| 6M | +43.4% | +4.6% | +38.8% | +41.3% |
| YTD | +33.0% | +1.1% | +31.9% | +32.1% |
| 1Y | +30.8% | +4.7% | +26.1% | +28.6% |
| 3Y | +135.1% | +95.5% | +39.7% | +93.3% |
| 5Y | +201.2% | +111.7% | +89.6% | +139.4% |
| 10Y | +602.7% | +263.4% | +339.3% | +360.1% |
| All | +1,354.0% | +691.0% | +662.9% | +644.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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