-37.8%
HDB vs CHD
+19.3%
-57.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -4.9% | -4.2% | -0.7% | -4.3% |
| 30D | -5.8% | -7.6% | +1.7% | -4.8% |
| 3M | -5.2% | -1.6% | -3.6% | -5.0% |
| 6M | -25.7% | -6.3% | -19.4% | -25.2% |
| YTD | -39.6% | +14.6% | -54.2% | -40.7% |
| 1Y | -36.9% | +1.6% | -38.5% | -37.0% |
| 3Y | -29.7% | +3.1% | -32.9% | -30.5% |
| 5Y | -37.8% | +21.1% | -58.8% | -36.0% |
| All | -37.8% | +19.3% | -57.1% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling