+201.6%
ABBV vs HL
+109.2%
+92.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | +1.3% | -11.1% | +12.4% | +1.4% |
| 30D | +4.7% | -12.1% | +16.8% | +4.9% |
| 3M | +18.3% | -26.1% | +44.4% | +18.7% |
| 6M | +43.4% | -37.7% | +81.1% | +44.2% |
| YTD | +33.0% | -31.7% | +64.7% | +33.0% |
| 1Y | +30.8% | -11.6% | +42.5% | +30.0% |
| 3Y | +135.1% | +249.6% | -114.5% | +122.3% |
| All | +201.6% | +109.2% | +92.4% | +190.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling