-4.6%
HD vs CHD
+30.9%
-35.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +5.0% |
| 7D | +11.9% | +6.9% | +5.0% | +8.0% |
| 30D | +26.4% | +17.1% | +9.3% | +16.7% |
| 3M | +2.8% | +9.1% | -6.3% | -1.8% |
| 6M | +15.5% | +21.4% | -5.9% | +4.7% |
| YTD | +5.5% | +34.9% | -29.3% | -9.1% |
| 1Y | -4.6% | +31.0% | -35.6% | -15.7% |
| All | -4.6% | +30.9% | -35.5% | -15.7% |
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