+9.9%
HIG vs CHD
+30.9%
-21.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +1.5% |
| 7D | +6.2% | +6.9% | -0.7% | +4.0% |
| 30D | +9.4% | +17.1% | -7.7% | +4.6% |
| 3M | -2.3% | +9.1% | -11.4% | -4.9% |
| 6M | +4.2% | +21.4% | -17.2% | -1.2% |
| YTD | +1.6% | +34.9% | -33.3% | -4.6% |
| 1Y | +9.9% | +31.0% | -21.2% | +3.7% |
| All | +9.9% | +30.9% | -21.1% | +3.7% |
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