+248.6%
HD vs CHD
+196.1%
+52.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +1.5% | +3.6% | -2.1% | +0.2% |
| 30D | +18.0% | +10.4% | +7.6% | +13.8% |
| 3M | +2.8% | +12.2% | -9.4% | -1.5% |
| 6M | +17.0% | +19.9% | -2.9% | +9.4% |
| YTD | +3.5% | +36.4% | -32.9% | -7.7% |
| 1Y | -2.6% | +35.1% | -37.7% | -12.9% |
| 3Y | +30.7% | +29.2% | +1.5% | +17.0% |
| 5Y | +6.2% | +33.4% | -27.2% | -7.6% |
| All | +248.6% | +196.1% | +52.5% | +153.5% |
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