+558.3%
ABBV vs HWM
+1,323.5%
-765.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -10.7% | +7.7% | -1.5% |
| 7D | -4.3% | -9.2% | +4.9% | -3.0% |
| 30D | +1.1% | -17.9% | +19.0% | +3.8% |
| 3M | +12.3% | -6.0% | +18.4% | +12.9% |
| 6M | +9.8% | -7.4% | +17.1% | +10.3% |
| YTD | +11.5% | +13.1% | -1.6% | +8.6% |
| 1Y | +22.3% | +29.3% | -7.0% | +16.6% |
| 3Y | +85.2% | +389.9% | -304.7% | +40.7% |
| 5Y | +170.8% | +655.5% | -484.7% | +88.6% |
| All | +558.3% | +1,323.5% | -765.2% | +300.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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