+213.6%
ABBV vs HUT
+422.3%
-208.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -1.5% |
| 7D | +0.4% | +17.8% | -17.4% | +0.2% |
| 30D | +4.2% | +0.8% | +3.3% | +4.1% |
| 3M | +14.8% | -26.8% | +41.6% | +15.1% |
| 6M | +10.3% | +72.6% | -62.3% | +9.0% |
| YTD | +14.9% | +103.6% | -88.7% | +13.2% |
| 1Y | +24.1% | +265.3% | -241.1% | +20.9% |
| 3Y | +91.9% | +689.4% | -597.5% | +81.0% |
| 5Y | +176.0% | +75.3% | +100.7% | +163.3% |
| All | +213.6% | +422.3% | -208.7% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling