-20.3%
ABT vs HBM
+98.2%
-118.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.5% | +5.8% | -1.9% |
| 7D | -5.0% | -3.7% | -1.3% | -5.0% |
| 30D | -5.8% | -3.7% | -2.1% | -5.8% |
| 3M | +16.7% | +8.0% | +8.7% | +17.4% |
| 6M | -5.2% | +15.8% | -21.0% | -5.5% |
| YTD | -16.0% | +34.4% | -50.3% | -16.4% |
| All | -20.3% | +98.2% | -118.4% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling