-11.3%
ABT vs HIG
+116.1%
-127.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | -5.9% | -1.5% | -4.4% | -5.4% |
| 30D | -8.1% | -0.4% | -7.7% | -8.0% |
| 3M | +14.5% | +6.7% | +7.9% | +11.9% |
| 6M | -6.3% | +2.0% | -8.2% | -7.0% |
| YTD | -17.1% | +0.3% | -17.4% | -17.4% |
| 1Y | -21.4% | +4.2% | -25.6% | -22.8% |
| 3Y | +5.9% | +102.2% | -96.3% | -19.5% |
| All | -11.3% | +116.1% | -127.3% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling