+210.2%
HD vs CHD
+123.8%
+86.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -1.8% | -4.2% | +2.3% | -0.3% |
| 30D | -10.8% | -7.6% | -3.3% | -8.3% |
| 3M | -2.7% | -1.6% | -1.1% | -2.2% |
| 6M | -10.3% | -6.3% | -4.0% | -8.3% |
| YTD | -7.8% | +14.6% | -22.4% | -12.3% |
| 1Y | -23.1% | +1.6% | -24.7% | -23.9% |
| 3Y | +2.0% | +3.1% | -1.1% | -0.9% |
| 5Y | +6.2% | +21.1% | -14.9% | -4.1% |
| 10Y | +210.2% | +128.6% | +81.6% | +144.5% |
| All | +210.2% | +123.8% | +86.3% | +144.5% |
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