+509.6%
ABT vs HBM
+613.3%
-103.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -3.7% | -6.4% | +2.7% | -3.2% |
| 30D | +2.5% | +5.9% | -3.4% | +2.0% |
| 3M | +20.2% | -8.9% | +29.1% | +20.4% |
| 6M | -2.9% | +10.7% | -13.6% | -4.7% |
| YTD | -11.9% | +38.3% | -50.2% | -15.3% |
| 1Y | -16.5% | +121.3% | -137.9% | -23.1% |
| 3Y | +12.1% | +450.6% | -438.5% | -6.6% |
| 5Y | -7.4% | +338.0% | -345.4% | -23.3% |
| 10Y | +210.7% | +578.6% | -367.9% | +126.9% |
| All | +509.6% | +613.3% | -103.7% | +362.1% |
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