+1,156.2%
ABBV vs HST
+139.8%
+1,016.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | +4.2% | -12.3% | +16.4% | +6.9% |
| 3M | +14.8% | -6.4% | +21.2% | +16.2% |
| 6M | +10.3% | +15.0% | -4.7% | +6.9% |
| YTD | +14.9% | +30.5% | -15.6% | +8.2% |
| 1Y | +24.1% | +35.7% | -11.5% | +15.8% |
| 3Y | +91.9% | +68.4% | +23.6% | +69.0% |
| 5Y | +176.0% | +73.1% | +102.9% | +134.1% |
| 10Y | +502.9% | +92.7% | +410.2% | +363.7% |
| All | +1,156.2% | +139.8% | +1,016.4% | +814.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling