+246.3%
HPE vs CHD
+0.5%
+245.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -6.6% |
| 7D | +1.4% | -4.7% | +6.1% | +0.2% |
| 30D | +1.5% | -8.3% | +9.9% | -0.5% |
| 3M | +21.7% | -4.0% | +25.8% | +20.9% |
| 6M | +164.2% | -6.5% | +170.7% | +161.9% |
| YTD | +132.1% | +13.1% | +119.0% | +138.2% |
| 1Y | +130.6% | +2.3% | +128.3% | +132.6% |
| All | +246.3% | +0.5% | +245.8% | +253.0% |
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