+5.6%
HD vs ABBV
+94.6%
-89.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.2% |
| 7D | -2.1% | +0.4% | -2.4% | -2.1% |
| 30D | -8.4% | +4.2% | -12.6% | -9.2% |
| 3M | +4.3% | +14.8% | -10.5% | +1.5% |
| 6M | -11.1% | +10.3% | -21.4% | -13.0% |
| YTD | -4.7% | +14.9% | -19.6% | -7.6% |
| 1Y | -19.8% | +24.1% | -43.9% | -23.8% |
| All | +5.6% | +94.6% | -89.1% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling