+133.9%
HL vs CHD
+7.1%
+126.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | -2.7% | +4.1% | +1.2% |
| 30D | +25.1% | -4.6% | +29.7% | +24.7% |
| 3M | +22.9% | +5.0% | +17.9% | +23.3% |
| 6M | -4.9% | -3.2% | -1.7% | -4.3% |
| YTD | +7.8% | +18.6% | -10.8% | +14.7% |
| 1Y | +133.9% | +4.8% | +129.1% | +112.6% |
| All | +133.9% | +7.1% | +126.8% | +112.6% |
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