-4.6%
HD vs ABBV
+43.0%
-47.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.4% | +5.9% |
| 7D | +11.9% | +3.1% | +8.8% | +11.2% |
| 30D | +26.4% | +11.6% | +14.8% | +23.9% |
| 3M | +2.8% | +21.7% | -18.9% | -0.6% |
| 6M | +15.5% | +43.5% | -28.1% | +9.1% |
| YTD | +5.5% | +32.9% | -27.4% | +0.3% |
| 1Y | -4.6% | +40.7% | -45.2% | -11.3% |
| All | -4.6% | +43.0% | -47.6% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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