+4,300.8%
HAS vs CHD
+11,349.8%
-7,048.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -0.2% | +2.0% | -2.1% | -0.6% |
| 30D | +31.0% | +13.0% | +18.0% | +27.4% |
| 3M | +30.7% | +6.1% | +24.6% | +28.9% |
| 6M | +23.9% | +15.9% | +8.0% | +19.5% |
| YTD | +48.3% | +31.6% | +16.7% | +38.9% |
| 1Y | +60.2% | +28.5% | +31.8% | +50.8% |
| 3Y | +189.2% | +30.5% | +158.8% | +169.0% |
| 5Y | +50.4% | +30.7% | +19.7% | +39.2% |
| 10Y | +104.2% | +184.2% | -80.0% | +57.1% |
| All | +4,300.8% | +11,349.8% | -7,048.9% | +1,611.3% |
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