+677.7%
HPE vs CHD
+152.8%
+524.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.0% | +9.8% | +8.0% |
| 7D | +10.1% | -2.9% | +13.1% | +10.5% |
| 30D | +5.3% | -6.2% | +11.5% | +6.1% |
| 3M | +12.7% | +1.6% | +11.1% | +12.1% |
| 6M | +167.7% | -3.5% | +171.2% | +168.1% |
| YTD | +135.5% | +16.2% | +119.2% | +128.3% |
| 1Y | +143.4% | +3.4% | +140.0% | +140.4% |
| 3Y | +249.2% | +4.6% | +244.6% | +237.9% |
| 5Y | +343.8% | +21.1% | +322.7% | +306.4% |
| 10Y | +495.9% | +126.5% | +369.3% | +340.6% |
| All | +677.7% | +152.8% | +524.8% | +415.9% |
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