+1,511.7%
HST vs CHD
+11,349.8%
-9,838.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -2.7% | +2.0% | -4.6% | -3.2% |
| 30D | +10.7% | +13.0% | -2.3% | +6.9% |
| 3M | +6.3% | +6.1% | +0.2% | +4.4% |
| 6M | +19.0% | +15.9% | +3.1% | +13.8% |
| YTD | +47.0% | +31.6% | +15.4% | +35.4% |
| 1Y | +53.4% | +28.5% | +25.0% | +42.3% |
| 3Y | +78.0% | +30.5% | +47.5% | +62.2% |
| 5Y | +71.7% | +30.7% | +41.0% | +54.3% |
| 10Y | +146.2% | +184.2% | -38.0% | +66.6% |
| All | +1,511.7% | +11,349.8% | -9,838.1% | +371.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling