+134.8%
ABBV vs HUT
+371.2%
-236.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.3% | -7.6% | +0.8% |
| 7D | +1.5% | +3.7% | -2.1% | +1.7% |
| 30D | +6.7% | -32.3% | +39.1% | +6.1% |
| 3M | +19.9% | -35.6% | +55.6% | +19.3% |
| 6M | +47.5% | -42.1% | +89.5% | +46.6% |
| YTD | +32.2% | +24.1% | +8.1% | +32.8% |
| 1Y | +37.8% | +27.9% | +10.0% | +38.7% |
| 3Y | +134.8% | +409.1% | -274.3% | +142.7% |
| All | +134.8% | +371.2% | -236.5% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling