-5.9%
ABT vs HL
+22.6%
-28.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +13.2% | -7.6% | +5.7% |
| 7D | +12.5% | +0.2% | +12.3% | +12.4% |
| 30D | +16.1% | -12.1% | +28.2% | +15.7% |
| 3M | +10.2% | -2.8% | +13.0% | +10.3% |
| 6M | +33.7% | -14.9% | +48.6% | +33.6% |
| YTD | -5.5% | -22.0% | +16.5% | -8.4% |
| 1Y | -5.9% | +25.0% | -30.9% | -11.0% |
| All | -5.9% | +22.6% | -28.5% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling