+4,211.8%
HDB vs CHD
+3,648.3%
+563.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | +2.7% | +3.6% | -0.9% | +1.4% |
| 30D | +14.1% | +10.4% | +3.7% | +9.8% |
| 3M | +11.8% | +12.2% | -0.4% | +6.8% |
| 6M | +8.2% | +19.9% | -11.8% | +0.4% |
| YTD | -29.3% | +36.4% | -65.7% | -37.8% |
| 1Y | -28.8% | +35.1% | -63.9% | -37.2% |
| 3Y | -7.5% | +29.2% | -36.7% | -18.7% |
| 5Y | -23.1% | +33.4% | -56.4% | -34.8% |
| 10Y | +63.7% | +195.0% | -131.3% | -11.0% |
| All | +4,211.8% | +3,648.3% | +563.5% | +953.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling