+392.8%
HL vs CHD
+0.7%
+392.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.4% | -4.5% | +0.1% | -4.7% |
| 30D | +9.3% | -6.7% | +16.0% | +8.8% |
| 3M | +32.0% | -2.7% | +34.7% | +31.9% |
| 6M | -6.4% | -4.9% | -1.5% | -6.4% |
| YTD | +3.1% | +13.3% | -10.2% | +5.2% |
| 1Y | +77.6% | +1.0% | +76.6% | +78.6% |
| 3Y | +392.8% | +1.3% | +391.5% | +348.2% |
| All | +392.8% | +0.7% | +392.1% | +348.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling