+187.2%
ABBV vs HRB
+109.9%
+77.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -2.0% | -12.2% | +10.2% | -0.9% |
| 30D | +2.0% | -3.0% | +4.9% | +2.1% |
| 3M | +14.2% | +21.7% | -7.5% | +11.9% |
| 6M | +14.1% | +52.3% | -38.3% | +9.3% |
| YTD | +14.2% | +6.5% | +7.8% | +13.7% |
| 1Y | +24.2% | -6.7% | +30.9% | +25.5% |
| 3Y | +89.8% | +25.1% | +64.7% | +84.6% |
| 5Y | +187.2% | +113.8% | +73.4% | +166.5% |
| All | +187.2% | +109.9% | +77.3% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling