+1,118.6%
ABBV vs HPQ
+609.6%
+509.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -2.2% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | +1.1% | +3.7% | -2.6% | +0.3% |
| 3M | +12.3% | +24.3% | -12.0% | +7.6% |
| 6M | +9.8% | +64.8% | -55.0% | -1.0% |
| YTD | +11.5% | +43.9% | -32.4% | +2.8% |
| 1Y | +22.3% | +11.7% | +10.6% | +18.0% |
| 3Y | +85.2% | +19.7% | +65.5% | +71.7% |
| 5Y | +170.8% | +32.2% | +138.6% | +136.9% |
| 10Y | +485.4% | +198.9% | +286.5% | +311.4% |
| All | +1,118.6% | +609.6% | +509.0% | +763.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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