+203.0%
ABBV vs HWM
+565.4%
-362.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +0.3% |
| 7D | +1.5% | +1.6% | -0.1% | +1.4% |
| 30D | +6.7% | -3.9% | +10.7% | +7.0% |
| 3M | +19.9% | -23.2% | +43.2% | +22.3% |
| 6M | +47.5% | -20.0% | +67.4% | +49.6% |
| YTD | +32.2% | +5.7% | +26.5% | +30.5% |
| 1Y | +37.8% | +4.9% | +33.0% | +36.2% |
| 3Y | +134.8% | +347.0% | -212.2% | +97.9% |
| 5Y | +203.0% | +563.0% | -360.0% | +144.4% |
| All | +203.0% | +565.4% | -362.4% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling