+1,118.6%
ABBV vs HRB
+298.3%
+820.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.0% |
| 7D | -4.3% | -9.1% | +4.7% | -2.9% |
| 30D | +1.1% | +0.3% | +0.9% | +0.8% |
| 3M | +12.3% | +23.4% | -11.1% | +8.1% |
| 6M | +9.8% | +45.1% | -35.3% | +2.2% |
| YTD | +11.5% | +8.9% | +2.6% | +8.6% |
| 1Y | +22.3% | -7.9% | +30.2% | +22.5% |
| 3Y | +85.2% | +27.9% | +57.2% | +72.7% |
| 5Y | +170.8% | +108.3% | +62.5% | +125.9% |
| 10Y | +485.4% | +208.4% | +277.0% | +314.9% |
| All | +1,118.6% | +298.3% | +820.3% | +722.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling