+107.0%
HST vs CHD
+123.8%
-16.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -0.3% | -4.2% | +3.8% | +0.2% |
| 30D | -2.8% | -7.6% | +4.8% | -1.8% |
| 3M | -6.5% | -1.6% | -4.9% | -6.4% |
| 6M | +20.7% | -6.3% | +27.0% | +21.5% |
| YTD | +30.5% | +14.6% | +15.9% | +27.9% |
| 1Y | +36.8% | +1.6% | +35.2% | +36.1% |
| 3Y | +65.9% | +3.1% | +62.7% | +63.9% |
| 5Y | +73.9% | +21.1% | +52.8% | +66.9% |
| 10Y | +107.0% | +128.6% | -21.6% | +66.8% |
| All | +107.0% | +123.8% | -16.8% | +66.8% |
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 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