+36.8%
HST vs CHD
+2.2%
+34.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -0.3% | -4.2% | +3.8% | +0.3% |
| 30D | -2.8% | -7.6% | +4.8% | -1.7% |
| 3M | -6.5% | -1.6% | -4.9% | -6.3% |
| 6M | +20.7% | -6.3% | +27.0% | +21.1% |
| YTD | +30.5% | +14.6% | +15.9% | +27.6% |
| 1Y | +36.8% | +1.6% | +35.2% | +35.1% |
| All | +36.8% | +2.2% | +34.6% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling