+40.7%
ABBV vs HST
+76.4%
-35.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.0% |
| 7D | +3.1% | +3.3% | -0.2% | +2.9% |
| 30D | +11.6% | +16.4% | -4.7% | +10.6% |
| 3M | +21.7% | +5.5% | +16.2% | +21.4% |
| 6M | +43.5% | +31.1% | +12.4% | +42.2% |
| YTD | +32.9% | +55.9% | -23.0% | +29.1% |
| 1Y | +40.7% | +75.6% | -35.0% | +32.7% |
| All | +40.7% | +76.4% | -35.7% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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