+602.8%
ABBV vs HST
+133.9%
+468.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +2.2% | +3.6% | -1.5% | +1.5% |
| 30D | +8.0% | +9.9% | -1.9% | +6.3% |
| 3M | +19.1% | +12.9% | +6.2% | +16.6% |
| 6M | +43.5% | +22.9% | +20.7% | +38.5% |
| YTD | +32.7% | +52.4% | -19.7% | +23.2% |
| 1Y | +30.0% | +52.5% | -22.5% | +20.6% |
| 3Y | +134.7% | +87.4% | +47.3% | +108.3% |
| 5Y | +200.7% | +82.9% | +117.7% | +162.2% |
| All | +602.8% | +133.9% | +468.9% | +494.3% |
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