+82.6%
HST vs CHD
+27.5%
+55.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -2.7% | +2.0% | -4.6% | -2.9% |
| 30D | +10.7% | +13.0% | -2.3% | +9.1% |
| 3M | +6.3% | +6.1% | +0.2% | +5.5% |
| 6M | +19.0% | +15.9% | +3.1% | +16.8% |
| YTD | +47.0% | +31.6% | +15.4% | +42.1% |
| 1Y | +53.4% | +28.5% | +25.0% | +48.6% |
| All | +82.6% | +27.5% | +55.1% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling