+1,348.4%
ABBV vs THC
+775.1%
+573.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.8% | +8.8% | -6.1% | +1.7% |
| 30D | +7.0% | +10.0% | -3.1% | +5.7% |
| 3M | +19.2% | +11.7% | +7.6% | +17.6% |
| 6M | +47.8% | +52.5% | -4.7% | +39.9% |
| YTD | +32.5% | +46.1% | -13.6% | +25.5% |
| 1Y | +38.4% | +49.1% | -10.7% | +30.6% |
| 3Y | +134.3% | +439.6% | -305.3% | +85.1% |
| 5Y | +200.6% | +263.2% | -62.5% | +142.0% |
| 10Y | +590.1% | +1,900.5% | -1,310.4% | +287.1% |
| All | +1,348.4% | +775.1% | +573.3% | +821.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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