+10,147.9%
CHD vs HRB
+3,134.5%
+7,013.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.4% | -1.2% |
| 7D | -2.9% | -9.1% | +6.2% | -1.7% |
| 30D | -6.2% | +0.3% | -6.5% | -6.5% |
| 3M | +1.6% | +23.4% | -21.8% | -1.6% |
| 6M | -3.5% | +45.1% | -48.7% | -9.1% |
| YTD | +16.2% | +8.9% | +7.3% | +13.5% |
| 1Y | +3.4% | -7.9% | +11.3% | +3.3% |
| 3Y | +4.6% | +27.9% | -23.3% | -1.2% |
| 5Y | +21.1% | +108.3% | -87.2% | +5.3% |
| 10Y | +126.5% | +208.4% | -81.9% | +76.6% |
| All | +10,147.9% | +3,134.5% | +7,013.4% | +4,633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling