+19.6%
HPQ vs CHD
+31.2%
-11.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.5% |
| 7D | +3.2% | +3.6% | -0.5% | +2.8% |
| 30D | -3.6% | +10.4% | -14.0% | -4.4% |
| 3M | -5.3% | +12.2% | -17.5% | -6.1% |
| 6M | +41.1% | +19.9% | +21.2% | +39.4% |
| YTD | +36.9% | +36.4% | +0.5% | +33.6% |
| 1Y | +23.5% | +35.1% | -11.6% | +20.7% |
| 3Y | +19.6% | +29.2% | -9.6% | +15.8% |
| All | +19.6% | +31.2% | -11.6% | +15.8% |
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