+6,467.5%
ABT vs HL
+60.3%
+6,407.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | -3.1% | +7.1% | -10.2% | -3.2% |
| 30D | -2.1% | +21.4% | -23.6% | -2.4% |
| 3M | +17.4% | +37.4% | -20.0% | +16.8% |
| 6M | -2.4% | +0.4% | -2.8% | -2.6% |
| YTD | -14.2% | +6.7% | -20.9% | -14.6% |
| 1Y | -18.3% | +102.4% | -120.7% | -19.6% |
| 3Y | +11.5% | +417.4% | -405.9% | +7.5% |
| 5Y | -9.9% | +243.3% | -253.2% | -13.0% |
| 10Y | +204.4% | +242.6% | -38.2% | +190.0% |
| All | +6,467.5% | +60.3% | +6,407.3% | +6,579.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling