-11.6%
ABT vs HL
+232.7%
-244.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.6% |
| 7D | -5.0% | -5.6% | +0.6% | -4.8% |
| 30D | -5.8% | +12.7% | -18.5% | -6.3% |
| 3M | +16.7% | +42.5% | -25.8% | +15.0% |
| 6M | -5.2% | -9.0% | +3.8% | -5.1% |
| YTD | -16.0% | +4.4% | -20.4% | -17.0% |
| 1Y | -18.3% | +82.7% | -100.9% | -22.1% |
| 3Y | +9.2% | +406.3% | -397.1% | -5.5% |
| 5Y | -11.6% | +238.2% | -249.7% | -25.0% |
| All | -11.6% | +232.7% | -244.2% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling