+250.7%
HOOD vs ABBV
+158.9%
+91.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.1% |
| 7D | +17.1% | +0.4% | +16.7% | +17.1% |
| 30D | +31.6% | +4.2% | +27.4% | +31.6% |
| 3M | +38.2% | +14.8% | +23.4% | +38.0% |
| 6M | +48.5% | +10.3% | +38.3% | +48.5% |
| YTD | +8.0% | +14.9% | -6.9% | +7.9% |
| 1Y | +18.7% | +24.1% | -5.5% | +18.0% |
| 3Y | +999.1% | +91.9% | +907.2% | +986.5% |
| 5Y | +181.7% | +176.0% | +5.6% | +240.9% |
| All | +250.7% | +158.9% | +91.8% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling