+301.7%
HIG vs CHD
+126.1%
+175.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.5% | -4.5% | +3.0% | -0.5% |
| 30D | -0.4% | -6.7% | +6.4% | +1.1% |
| 3M | +6.7% | -2.7% | +9.4% | +7.2% |
| 6M | +2.0% | -4.9% | +6.9% | +2.9% |
| YTD | +0.3% | +13.3% | -13.1% | -2.4% |
| 1Y | +4.2% | +1.0% | +3.2% | +3.6% |
| 3Y | +102.2% | +1.3% | +100.9% | +100.9% |
| 5Y | +118.5% | +20.8% | +97.7% | +108.7% |
| All | +301.7% | +126.1% | +175.6% | +248.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling