+31,139.8%
HD vs ABT
+6,741.2%
+24,398.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | -2.1% | -3.7% | +1.6% | -0.6% |
| 30D | -8.4% | +2.5% | -10.9% | -9.4% |
| 3M | +4.3% | +20.2% | -15.8% | -3.4% |
| 6M | -11.1% | -2.9% | -8.2% | -10.7% |
| YTD | -4.7% | -11.9% | +7.3% | -0.9% |
| 1Y | -19.8% | -16.5% | -3.3% | -14.9% |
| 3Y | +4.1% | +12.1% | -8.0% | -3.2% |
| 5Y | +10.3% | -7.4% | +17.7% | +9.9% |
| 10Y | +203.2% | +210.7% | -7.5% | +86.4% |
| All | +31,139.8% | +6,741.2% | +24,398.6% | +3,747.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling