+122.4%
HST vs CHD
+196.1%
-73.7%
-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% | -1.5% | -0.3% |
| 7D | +3.6% | +3.6% | -0.1% | +3.1% |
| 30D | +11.2% | +10.4% | +0.8% | +9.8% |
| 3M | +13.1% | +12.2% | +0.9% | +11.5% |
| 6M | +23.9% | +19.9% | +4.0% | +21.1% |
| YTD | +52.3% | +36.4% | +15.9% | +46.3% |
| 1Y | +56.7% | +35.1% | +21.5% | +50.7% |
| 3Y | +87.5% | +29.2% | +58.3% | +80.4% |
| 5Y | +82.8% | +33.4% | +49.4% | +73.3% |
| All | +122.4% | +196.1% | -73.7% | +82.6% |
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 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