+7.4%
ABT vs HIG
+101.8%
-94.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -5.0% | -2.3% | -2.7% | -4.3% |
| 30D | -5.8% | -1.2% | -4.6% | -5.5% |
| 3M | +16.7% | +6.3% | +10.4% | +14.5% |
| 6M | -5.2% | +0.6% | -5.8% | -5.5% |
| YTD | -16.0% | +0.6% | -16.6% | -16.4% |
| 1Y | -18.3% | +6.1% | -24.4% | -19.8% |
| All | +7.4% | +101.8% | -94.4% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling