-38.0%
HDB vs CHD
+0.8%
-38.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -6.2% | -4.7% | -1.5% | -5.6% |
| 30D | -6.2% | -8.3% | +2.1% | -5.1% |
| 3M | -5.9% | -4.0% | -1.8% | -5.4% |
| 6M | -25.9% | -6.5% | -19.4% | -25.8% |
| YTD | -40.2% | +13.1% | -53.3% | -39.6% |
| 1Y | -38.0% | +2.3% | -40.3% | -35.0% |
| All | -38.0% | +0.8% | -38.8% | -35.0% |
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