+9.3%
ABT vs HBM
+506.5%
-497.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -4.7% | +5.5% | -10.3% | -4.8% |
| 30D | -3.1% | +3.3% | -6.4% | -3.1% |
| 3M | +16.1% | +12.7% | +3.5% | +16.3% |
| 6M | -5.3% | +28.2% | -33.5% | -5.6% |
| YTD | -14.4% | +45.3% | -59.8% | -15.0% |
| 1Y | -18.4% | +121.7% | -140.1% | -19.5% |
| All | +9.3% | +506.5% | -497.2% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling