+155.3%
HBAN vs CHD
+126.1%
+29.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.0% | -4.5% | +3.5% | -0.6% |
| 30D | -5.6% | -6.7% | +1.1% | -5.0% |
| 3M | -1.1% | -2.7% | +1.6% | -0.9% |
| 6M | +9.9% | -4.9% | +14.8% | +10.3% |
| YTD | -0.9% | +13.3% | -14.3% | -2.1% |
| 1Y | -1.4% | +1.0% | -2.4% | -1.7% |
| 3Y | +78.2% | +1.3% | +76.9% | +76.8% |
| 5Y | +37.0% | +20.8% | +16.2% | +32.6% |
| All | +155.3% | +126.1% | +29.2% | +139.6% |
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