+73.7%
HST vs CHD
+21.8%
+51.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | +2.0% | -2.9% | +4.9% | +2.5% |
| 30D | -5.2% | -6.2% | +1.0% | -4.2% |
| 3M | -6.2% | +1.6% | -7.8% | -6.6% |
| 6M | +20.4% | -3.5% | +24.0% | +20.9% |
| YTD | +30.6% | +16.2% | +14.4% | +26.9% |
| 1Y | +37.4% | +3.4% | +34.0% | +36.0% |
| 3Y | +66.1% | +4.6% | +61.5% | +62.4% |
| 5Y | +73.7% | +21.1% | +52.6% | +58.3% |
| All | +73.7% | +21.8% | +51.9% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling