+3,769.4%
HDB vs CHD
+3,160.0%
+609.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.4% | -2.7% | +3.1% | +1.5% |
| 30D | -2.8% | -4.6% | +1.8% | -1.1% |
| 3M | -3.5% | +5.0% | -8.6% | -5.7% |
| 6M | -24.7% | -3.2% | -21.5% | -24.1% |
| YTD | -36.6% | +18.6% | -55.2% | -41.1% |
| 1Y | -34.4% | +4.8% | -39.2% | -36.3% |
| 3Y | -24.4% | +6.1% | -30.5% | -28.4% |
| 5Y | -35.4% | +24.0% | -59.3% | -43.9% |
| 10Y | +39.5% | +124.5% | -84.9% | -14.5% |
| All | +3,769.4% | +3,160.0% | +609.4% | +898.0% |
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 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