+514.5%
ABT vs HBM
+456.2%
+58.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | -1.3% | +2.2% | -3.5% | -1.5% |
| 30D | +6.0% | -11.8% | +17.8% | +6.9% |
| 3M | -1.9% | -19.2% | +17.3% | -0.6% |
| 6M | +31.2% | -22.9% | +54.1% | +32.6% |
| YTD | -11.2% | +7.8% | -19.0% | -13.2% |
| 1Y | -14.0% | +34.9% | -48.9% | -17.5% |
| 3Y | +20.7% | +422.2% | -401.5% | +0.6% |
| 5Y | -6.7% | +192.8% | -199.5% | -20.2% |
| 10Y | +226.3% | +281.1% | -54.8% | +148.7% |
| All | +514.5% | +456.2% | +58.3% | +373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling