+34,289.6%
HD vs CHD
+11,557.1%
+22,732.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.4% |
| 7D | +3.6% | +0.8% | +2.8% | +3.4% |
| 30D | +21.6% | +13.5% | +8.1% | +17.4% |
| 3M | +0.1% | +8.1% | -8.0% | -2.0% |
| 6M | +13.0% | +19.9% | -6.9% | +7.3% |
| YTD | +4.9% | +34.0% | -29.1% | -3.5% |
| 1Y | -2.1% | +29.8% | -31.9% | -9.1% |
| 3Y | +32.6% | +28.7% | +3.9% | +22.3% |
| 5Y | +8.2% | +31.8% | -23.6% | -1.6% |
| 10Y | +257.9% | +178.2% | +79.7% | +162.6% |
| All | +34,289.6% | +11,557.1% | +22,732.4% | +10,829.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling