+155.0%
HPE vs ABBV
+20.3%
+134.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.6% | +12.7% |
| 7D | +19.4% | +0.3% | +19.1% | +19.6% |
| 30D | +5.6% | +3.4% | +2.3% | +7.0% |
| 3M | +33.1% | +15.2% | +17.9% | +36.5% |
| 6M | +192.5% | +14.7% | +177.8% | +199.5% |
| YTD | +160.9% | +15.2% | +145.7% | +168.5% |
| 1Y | +155.0% | +20.4% | +134.6% | +160.5% |
| All | +155.0% | +20.3% | +134.7% | +160.5% |
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