+58.0%
HAS vs CHD
+125.6%
-67.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.7% |
| 7D | -3.1% | -4.7% | +1.7% | -1.7% |
| 30D | -6.4% | -8.3% | +1.9% | -4.1% |
| 3M | +10.4% | -4.0% | +14.4% | +11.5% |
| 6M | -3.7% | -6.5% | +2.9% | -2.1% |
| YTD | +12.5% | +13.1% | -0.6% | +8.2% |
| 1Y | +19.8% | +2.3% | +17.5% | +18.4% |
| 3Y | +46.0% | +1.8% | +44.2% | +42.6% |
| 5Y | +12.5% | +20.6% | -8.1% | +3.8% |
| All | +58.0% | +125.6% | -67.6% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling