-28.5%
HDB vs CHD
+4.0%
-32.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.8% |
| 7D | -2.0% | -2.9% | +0.9% | -1.7% |
| 30D | -4.9% | -6.2% | +1.3% | -4.3% |
| 3M | -2.3% | +1.6% | -3.9% | -2.5% |
| 6M | -23.7% | -3.5% | -20.2% | -23.6% |
| YTD | -38.5% | +16.2% | -54.7% | -39.1% |
| 1Y | -36.5% | +3.4% | -39.9% | -36.4% |
| 3Y | -28.5% | +4.6% | -33.1% | -28.5% |
| All | -28.5% | +4.0% | -32.4% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling