-28.8%
HDB vs CHD
+33.5%
-62.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +2.7% | +3.6% | -0.9% | +1.9% |
| 30D | +14.1% | +10.4% | +3.7% | +11.7% |
| 3M | +11.8% | +12.2% | -0.4% | +9.0% |
| 6M | +8.2% | +19.9% | -11.8% | +3.9% |
| YTD | -29.3% | +36.4% | -65.7% | -30.5% |
| 1Y | -28.8% | +35.1% | -63.9% | -29.9% |
| All | -28.8% | +33.5% | -62.3% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling