+206.8%
ABBV vs HUT
+435.6%
-228.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +0.9% |
| 7D | -4.1% | +18.9% | -23.0% | -4.3% |
| 30D | +1.2% | +12.0% | -10.8% | +1.0% |
| 3M | +12.1% | -14.9% | +27.0% | +12.1% |
| 6M | +12.0% | +96.8% | -84.8% | +10.6% |
| YTD | +12.4% | +108.8% | -96.4% | +10.7% |
| 1Y | +22.9% | +227.4% | -204.4% | +19.9% |
| 3Y | +86.8% | +760.3% | -673.5% | +75.8% |
| 5Y | +181.0% | +86.1% | +94.9% | +167.7% |
| All | +206.8% | +435.6% | -228.7% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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