+133.6%
HOOD vs ABBV
+198.5%
-64.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -5.1% | +2.8% | -7.8% | -5.1% |
| 30D | -25.4% | +7.0% | -32.4% | -25.4% |
| 3M | -14.0% | +19.2% | -33.2% | -14.1% |
| 6M | +5.6% | +47.8% | -42.2% | +4.9% |
| YTD | -28.1% | +32.5% | -60.6% | -28.3% |
| 1Y | -40.1% | +38.4% | -78.5% | -40.4% |
| 3Y | +888.2% | +134.3% | +753.9% | +878.6% |
| 5Y | +135.8% | +200.6% | -64.8% | +176.9% |
| All | +133.6% | +198.5% | -64.9% | +180.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling