+768.7%
HBAN vs CHD
+9,868.9%
-9,100.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.5% | -4.2% | +2.7% | -0.4% |
| 30D | -5.5% | -7.6% | +2.1% | -3.7% |
| 3M | -0.2% | -1.6% | +1.4% | 0.0% |
| 6M | +5.2% | -6.3% | +11.5% | +6.7% |
| YTD | -2.3% | +14.6% | -16.9% | -6.0% |
| 1Y | -2.2% | +1.6% | -3.8% | -3.1% |
| 3Y | +73.8% | +3.1% | +70.7% | +69.3% |
| 5Y | +35.2% | +21.1% | +14.2% | +24.6% |
| 10Y | +155.4% | +128.6% | +26.8% | +88.3% |
| All | +768.7% | +9,868.9% | -9,100.3% | +205.9% |
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