+300.3%
ABBV vs USHY
+50.7%
+249.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +1.1% | 0.0% | +1.1% | +1.1% |
| 3M | +12.3% | +1.2% | +11.2% | +11.0% |
| 6M | +9.8% | +2.6% | +7.2% | +6.9% |
| YTD | +11.5% | +2.4% | +9.0% | +8.7% |
| 1Y | +22.3% | +4.2% | +18.0% | +17.1% |
| 3Y | +85.2% | +28.0% | +57.1% | +44.5% |
| 5Y | +170.8% | +21.8% | +149.0% | +125.8% |
| All | +300.3% | +50.7% | +249.6% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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