+1,731.8%
HCA vs CHD
+517.1%
+1,214.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.4% |
| 7D | +4.9% | -4.2% | +9.1% | +6.4% |
| 30D | +1.9% | -7.6% | +9.5% | +4.6% |
| 3M | +12.7% | -1.6% | +14.3% | +13.3% |
| 6M | -22.3% | -6.3% | -16.0% | -20.7% |
| YTD | -9.3% | +14.6% | -23.9% | -13.6% |
| 1Y | +2.7% | +1.6% | +1.1% | +1.7% |
| 3Y | +57.8% | +3.1% | +54.7% | +54.3% |
| 5Y | +70.3% | +21.1% | +49.3% | +55.7% |
| 10Y | +499.7% | +128.6% | +371.1% | +309.1% |
| All | +1,731.8% | +517.1% | +1,214.7% | +625.8% |
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 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