+257.9%
HD vs ABT
+221.4%
+36.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +21.6% | +11.6% | +9.9% | +15.7% |
| 3M | +0.1% | +3.1% | -3.0% | -1.4% |
| 6M | +13.0% | +32.8% | -19.8% | -1.5% |
| YTD | +4.9% | -9.6% | +14.5% | +8.8% |
| 1Y | -2.1% | -10.4% | +8.3% | +1.9% |
| 3Y | +32.6% | +25.8% | +6.8% | +13.7% |
| 5Y | +8.2% | -3.4% | +11.7% | +5.1% |
| 10Y | +257.9% | +232.9% | +25.1% | +117.6% |
| All | +257.9% | +221.4% | +36.5% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling