+34,084.2%
HD vs ABT
+6,844.3%
+27,239.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.5% |
| 7D | -1.2% | -5.4% | +4.2% | +1.0% |
| 30D | +20.9% | +8.0% | +12.9% | +17.4% |
| 3M | -0.2% | +0.2% | -0.4% | -0.3% |
| 6M | +14.5% | +34.1% | -19.6% | +1.4% |
| YTD | +4.3% | -10.6% | +14.9% | +7.8% |
| 1Y | -3.5% | -11.8% | +8.3% | +0.3% |
| 3Y | +30.1% | +23.9% | +6.2% | +16.4% |
| 5Y | +8.5% | -5.1% | +13.6% | +7.2% |
| 10Y | +245.3% | +228.6% | +16.7% | +108.0% |
| All | +34,084.2% | +6,844.3% | +27,239.9% | +4,084.8% |
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