+504.9%
ABBV vs HL
+273.7%
+231.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +0.3% | -4.4% | +4.6% | +0.4% |
| 30D | +3.4% | +9.3% | -5.9% | +3.0% |
| 3M | +15.2% | +32.0% | -16.8% | +14.0% |
| 6M | +14.7% | -6.4% | +21.1% | +14.6% |
| YTD | +15.2% | +3.1% | +12.1% | +14.3% |
| 1Y | +20.4% | +77.6% | -57.2% | +16.8% |
| 3Y | +91.3% | +392.8% | -301.5% | +76.2% |
| 5Y | +189.6% | +234.1% | -44.5% | +167.5% |
| All | +504.9% | +273.7% | +231.2% | +412.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling