+32.4%
HDB vs CHD
+125.6%
-93.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -6.2% | -4.7% | -1.5% | -5.3% |
| 30D | -6.2% | -8.3% | +2.1% | -4.7% |
| 3M | -5.9% | -4.0% | -1.8% | -5.2% |
| 6M | -25.9% | -6.5% | -19.4% | -25.1% |
| YTD | -40.2% | +13.1% | -53.3% | -41.7% |
| 1Y | -38.0% | +2.3% | -40.3% | -38.4% |
| 3Y | -30.5% | +1.8% | -32.3% | -31.5% |
| 5Y | -38.1% | +20.6% | -58.7% | -41.8% |
| All | +32.4% | +125.6% | -93.2% | +9.6% |
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 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