+20.4%
ABBV vs HRB
-6.2%
+26.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +0.3% | -8.0% | +8.3% | +0.6% |
| 30D | +3.4% | -16.0% | +19.3% | +4.0% |
| 3M | +15.2% | +26.9% | -11.7% | +14.4% |
| 6M | +14.7% | +51.1% | -36.4% | +13.8% |
| YTD | +15.2% | +7.1% | +8.1% | +18.9% |
| 1Y | +20.4% | -9.6% | +30.0% | +30.7% |
| All | +20.4% | -6.2% | +26.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling