+231.1%
HOOD vs ABBV
+153.3%
+77.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.8% |
| 7D | +7.7% | -4.1% | +11.9% | +7.8% |
| 30D | +22.0% | +1.2% | +20.8% | +22.0% |
| 3M | +37.6% | +12.1% | +25.5% | +37.5% |
| 6M | +45.3% | +12.0% | +33.3% | +45.2% |
| YTD | +1.9% | +12.4% | -10.5% | +1.9% |
| 1Y | -2.7% | +22.9% | -25.7% | -3.3% |
| 3Y | +973.4% | +86.8% | +886.6% | +961.0% |
| 5Y | +179.3% | +181.0% | -1.8% | +251.3% |
| All | +231.1% | +153.3% | +77.8% | +297.7% |
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