+588.2%
HBM vs CHD
+126.1%
+462.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -3.3% | -4.5% | +1.2% | -2.9% |
| 30D | -4.8% | -6.7% | +1.9% | -4.3% |
| 3M | -0.4% | -2.7% | +2.3% | -0.3% |
| 6M | +17.9% | -4.9% | +22.8% | +18.2% |
| YTD | +33.7% | +13.3% | +20.4% | +32.0% |
| 1Y | +95.6% | +1.0% | +94.6% | +95.0% |
| 3Y | +458.1% | +1.3% | +456.8% | +450.0% |
| 5Y | +329.0% | +20.8% | +308.2% | +300.7% |
| All | +588.2% | +126.1% | +462.1% | +448.7% |
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