+692.2%
ABBV vs HLT
+643.8%
+48.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | -4.1% | -1.5% | -2.7% | -3.8% |
| 30D | +1.2% | -1.2% | +2.4% | +1.5% |
| 3M | +12.1% | -10.3% | +22.4% | +14.8% |
| 6M | +12.0% | +1.3% | +10.8% | +11.3% |
| YTD | +12.4% | +7.0% | +5.4% | +10.0% |
| 1Y | +22.9% | +11.9% | +11.1% | +18.8% |
| 3Y | +86.8% | +100.7% | -13.9% | +54.4% |
| 5Y | +181.0% | +147.5% | +33.5% | +113.2% |
| 10Y | +497.0% | +586.5% | -89.6% | +210.3% |
| All | +692.2% | +643.8% | +48.5% | +300.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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