+2,768.0%
HPQ vs CHD
+10,010.3%
-7,242.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -4.1% |
| 7D | -0.5% | -2.9% | +2.4% | +0.2% |
| 30D | +3.7% | -6.2% | +9.9% | +5.1% |
| 3M | +24.3% | +1.6% | +22.8% | +23.8% |
| 6M | +64.8% | -3.5% | +68.3% | +65.5% |
| YTD | +43.9% | +16.2% | +27.7% | +38.8% |
| 1Y | +11.7% | +3.4% | +8.3% | +10.3% |
| 3Y | +19.7% | +4.6% | +15.1% | +16.8% |
| 5Y | +32.2% | +21.1% | +11.1% | +23.8% |
| 10Y | +198.9% | +126.5% | +72.4% | +139.9% |
| All | +2,768.0% | +10,010.3% | -7,242.3% | +1,101.6% |
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