+575.2%
HLT vs CHD
+126.1%
+449.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -4.5% | +2.9% | -1.2% |
| 30D | -5.0% | -6.7% | +1.7% | -4.4% |
| 3M | -10.4% | -2.7% | -7.7% | -10.2% |
| 6M | +3.2% | -4.9% | +8.2% | +3.6% |
| YTD | +6.7% | +13.3% | -6.6% | +5.6% |
| 1Y | +10.3% | +1.0% | +9.3% | +10.0% |
| 3Y | +99.3% | +1.3% | +98.0% | +98.3% |
| 5Y | +143.7% | +20.8% | +122.9% | +138.1% |
| All | +575.2% | +126.1% | +449.1% | +494.1% |
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