+6.7%
HCA vs CHD
+2.3%
+4.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +5.4% | -4.5% | +9.9% | +7.1% |
| 30D | +3.0% | -6.7% | +9.7% | +5.5% |
| 3M | +13.0% | -2.7% | +15.7% | +14.1% |
| 6M | -20.3% | -4.9% | -15.3% | -19.3% |
| YTD | -8.2% | +13.3% | -21.6% | -9.5% |
| 1Y | +6.7% | +1.0% | +5.7% | +8.7% |
| All | +6.7% | +2.3% | +4.4% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling