+949.4%
HIG vs CHD
+8,723.5%
-7,774.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | -0.5% | -4.2% | +3.7% | +1.1% |
| 30D | -2.8% | -7.6% | +4.7% | 0.0% |
| 3M | +6.3% | -1.6% | +7.9% | +6.8% |
| 6M | -0.1% | -6.3% | +6.2% | +2.0% |
| YTD | +0.4% | +14.6% | -14.2% | -5.0% |
| 1Y | +6.2% | +1.6% | +4.6% | +4.8% |
| 3Y | +101.6% | +3.1% | +98.5% | +95.8% |
| 5Y | +119.8% | +21.1% | +98.8% | +97.6% |
| 10Y | +311.7% | +128.6% | +183.1% | +170.9% |
| All | +949.4% | +8,723.5% | -7,774.1% | +140.3% |
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