+514.9%
HAL vs CHD
+11,601.1%
-11,086.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +2.6% | +0.4% | +2.3% | +2.5% |
| 30D | -0.1% | +11.6% | -11.7% | -2.6% |
| 3M | -1.1% | +10.7% | -11.8% | -3.6% |
| 6M | -20.7% | +20.2% | -41.0% | -24.3% |
| YTD | +17.5% | +34.5% | -17.0% | +9.2% |
| 1Y | +24.1% | +32.6% | -8.4% | +15.7% |
| 3Y | -8.4% | +29.1% | -37.5% | -15.2% |
| 5Y | +53.2% | +31.5% | +21.7% | +39.1% |
| 10Y | -17.2% | +190.9% | -208.1% | -39.7% |
| All | +514.9% | +11,601.1% | -11,086.3% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling