+2,361.8%
ABT vs HIG
+1,002.1%
+1,359.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | +2.5% | -3.2% | +5.7% | +2.9% |
| 3M | +20.2% | +9.1% | +11.0% | +18.9% |
| 6M | -2.9% | -1.8% | -1.1% | -2.7% |
| YTD | -11.9% | +1.8% | -13.7% | -12.2% |
| 1Y | -16.5% | +4.6% | -21.1% | -17.1% |
| 3Y | +12.1% | +101.6% | -89.5% | +2.8% |
| 5Y | -7.4% | +124.5% | -131.9% | -16.4% |
| 10Y | +210.7% | +317.8% | -107.1% | +155.8% |
| All | +2,361.8% | +1,002.1% | +1,359.8% | +1,050.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling