+247.2%
HD vs CHD
+180.1%
+67.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +5.2% | +2.4% | +2.8% | +4.3% |
| 30D | +20.7% | +13.9% | +6.8% | +15.2% |
| 3M | +0.8% | +8.5% | -7.7% | -2.2% |
| 6M | +12.2% | +20.4% | -8.1% | +4.8% |
| YTD | +4.2% | +34.5% | -30.3% | -6.6% |
| 1Y | -2.6% | +33.8% | -36.3% | -12.5% |
| 3Y | +30.0% | +29.1% | +0.9% | +16.4% |
| 5Y | +8.1% | +31.2% | -23.1% | -5.4% |
| 10Y | +247.2% | +193.1% | +54.0% | +155.4% |
| All | +247.2% | +180.1% | +67.1% | +155.4% |
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