+197.1%
ABT vs HL
+273.7%
-76.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -5.9% | -4.4% | -1.5% | -5.7% |
| 30D | -8.1% | +9.3% | -17.4% | -8.6% |
| 3M | +14.5% | +32.0% | -17.4% | +12.6% |
| 6M | -6.3% | -6.4% | +0.2% | -6.4% |
| YTD | -17.1% | +3.1% | -20.3% | -18.2% |
| 1Y | -21.4% | +77.6% | -98.9% | -25.2% |
| 3Y | +5.9% | +392.8% | -386.9% | -7.6% |
| 5Y | -12.8% | +234.1% | -246.9% | -23.4% |
| All | +197.1% | +273.7% | -76.6% | +135.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling