+57.4%
HL vs CHD
+10,010.3%
-9,952.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.7% |
| 7D | +7.1% | -2.9% | +10.0% | +7.6% |
| 30D | +21.4% | -6.2% | +27.7% | +22.6% |
| 3M | +37.4% | +1.6% | +35.9% | +36.8% |
| 6M | +0.4% | -3.5% | +3.9% | +0.7% |
| YTD | +6.7% | +16.2% | -9.5% | +3.9% |
| 1Y | +102.4% | +3.4% | +99.0% | +100.3% |
| 3Y | +417.4% | +4.6% | +412.8% | +406.9% |
| 5Y | +243.3% | +21.1% | +222.2% | +225.9% |
| 10Y | +242.6% | +126.5% | +116.0% | +194.0% |
| All | +57.4% | +10,010.3% | -9,952.9% | +14.9% |
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