+125.4%
CHD vs HRB
+209.1%
-83.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -4.5% | -8.0% | +3.6% | -3.7% |
| 30D | -6.7% | -16.0% | +9.2% | -5.2% |
| 3M | -2.7% | +26.9% | -29.6% | -5.0% |
| 6M | -4.9% | +51.1% | -56.1% | -8.9% |
| YTD | +13.3% | +7.1% | +6.3% | +12.1% |
| 1Y | +1.0% | -9.6% | +10.6% | +1.5% |
| 3Y | +1.3% | +25.4% | -24.1% | -2.1% |
| 5Y | +20.8% | +114.9% | -94.1% | +10.1% |
| All | +125.4% | +209.1% | -83.8% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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