+332.5%
HBM vs CHD
+20.9%
+311.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -3.3% | -4.5% | +1.2% | -3.7% |
| 30D | -4.8% | -6.7% | +1.9% | -5.3% |
| 3M | -0.4% | -2.7% | +2.3% | -0.5% |
| 6M | +17.9% | -4.9% | +22.8% | +17.5% |
| YTD | +33.7% | +13.3% | +20.4% | +35.6% |
| 1Y | +95.6% | +1.0% | +94.6% | +96.6% |
| 3Y | +458.1% | +1.3% | +456.8% | +460.0% |
| All | +332.5% | +20.9% | +311.6% | +370.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling