+144.6%
HST vs CHD
+180.1%
-35.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +0.6% | +2.4% | -1.8% | +0.3% |
| 30D | +14.5% | +13.9% | +0.6% | +12.6% |
| 3M | +15.4% | +8.5% | +6.9% | +14.2% |
| 6M | +22.0% | +20.4% | +1.6% | +19.1% |
| YTD | +54.9% | +34.5% | +20.3% | +49.0% |
| 1Y | +54.0% | +33.8% | +20.2% | +48.2% |
| 3Y | +90.4% | +29.1% | +61.3% | +83.1% |
| 5Y | +84.2% | +31.2% | +53.0% | +74.9% |
| 10Y | +144.6% | +193.1% | -48.5% | +98.5% |
| All | +144.6% | +180.1% | -35.5% | +98.5% |
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