+243.8%
HPQ vs CHD
+126.1%
+117.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.4% |
| 7D | +9.8% | -4.5% | +14.2% | +10.8% |
| 30D | +22.4% | -6.7% | +29.1% | +24.1% |
| 3M | +45.2% | -2.7% | +47.9% | +45.9% |
| 6M | +96.4% | -4.9% | +101.4% | +98.1% |
| YTD | +65.4% | +13.3% | +52.0% | +60.2% |
| 1Y | +31.6% | +1.0% | +30.6% | +30.6% |
| 3Y | +37.0% | +1.3% | +35.7% | +34.1% |
| 5Y | +53.0% | +20.8% | +32.2% | +40.7% |
| All | +243.8% | +126.1% | +117.7% | +165.9% |
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 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