+39.7%
HPQ vs CHD
+21.3%
+18.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.1% |
| 7D | +2.2% | -4.2% | +6.4% | +2.9% |
| 30D | +9.7% | -7.6% | +17.3% | +11.0% |
| 3M | +32.7% | -1.6% | +34.3% | +33.0% |
| 6M | +77.7% | -6.3% | +84.0% | +79.3% |
| YTD | +51.0% | +14.6% | +36.4% | +47.5% |
| 1Y | +18.4% | +1.6% | +16.8% | +17.7% |
| 3Y | +25.6% | +3.1% | +22.4% | +22.8% |
| All | +39.7% | +21.3% | +18.4% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling