+5.8%
HD vs CHD
+30.9%
-25.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.2% |
| 7D | +4.3% | +2.0% | +2.4% | +3.7% |
| 30D | +20.2% | +13.0% | +7.2% | +15.2% |
| 3M | -1.0% | +6.1% | -7.1% | -3.0% |
| 6M | +7.9% | +15.9% | -8.0% | +2.5% |
| YTD | +2.0% | +31.6% | -29.6% | -7.1% |
| 1Y | -4.3% | +28.5% | -32.8% | -12.2% |
| 3Y | +25.9% | +30.5% | -4.5% | +12.5% |
| All | +5.8% | +30.9% | -25.2% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling