+3.2%
HAL vs CHD
+125.6%
-122.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.7% |
| 7D | -3.3% | -4.7% | +1.4% | -2.8% |
| 30D | +7.2% | -8.3% | +15.5% | +8.1% |
| 3M | -8.8% | -4.0% | -4.8% | -8.5% |
| 6M | +3.0% | -6.5% | +9.5% | +3.5% |
| YTD | +29.4% | +13.1% | +16.3% | +27.2% |
| 1Y | +62.8% | +2.3% | +60.5% | +61.8% |
| 3Y | -6.4% | +1.8% | -8.2% | -7.6% |
| 5Y | +103.6% | +20.6% | +83.1% | +92.2% |
| All | +3.2% | +125.6% | -122.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CHD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling