+20.6%
CHD vs HRB
+109.9%
-89.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -4.7% | -12.2% | +7.5% | -3.6% |
| 30D | -8.3% | -3.0% | -5.4% | -8.2% |
| 3M | -4.0% | +21.7% | -25.7% | -5.9% |
| 6M | -6.5% | +52.3% | -58.8% | -10.2% |
| YTD | +13.1% | +6.5% | +6.6% | +12.7% |
| 1Y | +2.3% | -6.7% | +9.0% | +3.4% |
| 3Y | +1.8% | +25.1% | -23.3% | -1.4% |
| 5Y | +20.6% | +113.8% | -93.2% | +10.2% |
| All | +20.6% | +109.9% | -89.3% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling