+74.5%
HYG vs ABBV
+1,166.6%
-1,092.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | -0.7% | +3.4% | -4.1% | -1.1% |
| 3M | -0.2% | +15.2% | -15.4% | -1.7% |
| 6M | +1.4% | +14.7% | -13.2% | -0.1% |
| YTD | +1.5% | +15.2% | -13.7% | -0.2% |
| 1Y | +2.9% | +20.4% | -17.5% | +0.7% |
| 3Y | +25.6% | +91.3% | -65.7% | +16.3% |
| 5Y | +18.6% | +189.6% | -171.0% | +4.4% |
| 10Y | +55.7% | +511.7% | -456.0% | +25.6% |
| All | +74.5% | +1,166.6% | -1,092.1% | +33.3% |
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