+262.3%
ABBV vs HUT
+246.0%
+16.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.2% |
| 7D | +2.2% | +34.9% | -32.7% | +1.9% |
| 30D | +8.0% | -25.9% | +33.9% | +8.2% |
| 3M | +19.1% | -31.7% | +50.8% | +19.3% |
| 6M | +43.5% | -42.2% | +85.8% | +43.9% |
| YTD | +32.7% | +34.9% | -2.2% | +31.1% |
| 1Y | +30.0% | +48.5% | -18.5% | +28.1% |
| 3Y | +134.7% | +471.2% | -336.4% | +121.7% |
| 5Y | +200.6% | -18.9% | +219.5% | +191.2% |
| All | +262.3% | +246.0% | +16.2% | +181.9% |
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