+1,335.6%
ABBV vs HST
+170.2%
+1,165.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.2% | -2.7% | +1.5% | -0.7% |
| 30D | +8.0% | +10.7% | -2.7% | +5.7% |
| 3M | +20.2% | +6.3% | +13.9% | +18.6% |
| 6M | +44.0% | +19.0% | +25.0% | +38.6% |
| YTD | +31.3% | +47.0% | -15.7% | +20.7% |
| 1Y | +37.0% | +53.4% | -16.5% | +24.7% |
| 3Y | +128.0% | +78.0% | +50.0% | +98.7% |
| 5Y | +196.9% | +71.7% | +125.2% | +153.6% |
| 10Y | +681.2% | +146.2% | +535.0% | +458.0% |
| All | +1,335.6% | +170.2% | +1,165.5% | +919.2% |
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