-5.3%
ABT vs HL
+5.2%
-10.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.2% |
| 7D | -4.7% | +0.4% | -5.1% | -4.7% |
| 30D | -3.1% | +18.8% | -21.9% | -2.4% |
| 3M | +16.1% | +43.7% | -27.6% | +18.2% |
| 6M | -5.3% | -1.0% | -4.3% | -3.2% |
| All | -5.3% | +5.2% | -10.5% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling