+129.2%
HPE vs ABBV
+24.6%
+104.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.0% | -4.9% |
| 7D | -0.6% | +0.4% | -1.0% | -0.5% |
| 30D | -2.3% | +4.2% | -6.5% | -1.0% |
| 3M | -2.9% | +14.8% | -17.7% | -0.8% |
| 6M | +143.6% | +10.3% | +133.3% | +148.0% |
| YTD | +118.5% | +14.9% | +103.6% | +124.0% |
| 1Y | +129.2% | +24.1% | +105.1% | +128.2% |
| All | +129.2% | +24.6% | +104.6% | +128.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling