+197.1%
ABT vs HIG
+313.7%
-116.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -5.9% | -1.5% | -4.4% | -5.6% |
| 30D | -8.1% | -0.4% | -7.7% | -8.0% |
| 3M | +14.5% | +6.7% | +7.9% | +12.8% |
| 6M | -6.3% | +2.0% | -8.2% | -6.8% |
| YTD | -17.1% | +0.3% | -17.4% | -17.3% |
| 1Y | -21.4% | +4.2% | -25.6% | -22.3% |
| 3Y | +5.9% | +102.2% | -96.3% | -10.6% |
| 5Y | -12.8% | +118.5% | -131.3% | -28.0% |
| All | +197.1% | +313.7% | -116.5% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling