+485.4%
ABBV vs HST
+97.7%
+387.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -4.3% | +2.0% | -6.3% | -4.6% |
| 30D | +1.1% | -5.2% | +6.4% | +2.0% |
| 3M | +12.3% | -6.2% | +18.6% | +13.4% |
| 6M | +9.8% | +20.4% | -10.7% | +6.2% |
| YTD | +11.5% | +30.6% | -19.2% | +6.2% |
| 1Y | +22.3% | +37.4% | -15.1% | +15.3% |
| 3Y | +85.2% | +66.1% | +19.1% | +67.5% |
| 5Y | +170.8% | +73.7% | +97.1% | +137.5% |
| 10Y | +485.4% | +99.8% | +385.6% | +398.9% |
| All | +485.4% | +97.7% | +387.8% | +398.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling