+498.2%
HCA vs CHD
+126.1%
+372.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +5.4% | -4.5% | +9.9% | +6.8% |
| 30D | +3.0% | -6.7% | +9.7% | +5.1% |
| 3M | +13.0% | -2.7% | +15.7% | +13.9% |
| 6M | -20.3% | -4.9% | -15.3% | -19.2% |
| YTD | -8.2% | +13.3% | -21.6% | -11.6% |
| 1Y | +6.7% | +1.0% | +5.7% | +6.1% |
| 3Y | +60.4% | +1.3% | +59.1% | +58.6% |
| 5Y | +73.4% | +20.8% | +52.6% | +62.1% |
| All | +498.2% | +126.1% | +372.1% | +374.1% |
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