+1,330.6%
HST vs CHD
+10,220.8%
-8,890.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | -2.7% | +1.6% | -0.3% |
| 30D | -12.3% | -4.6% | -7.6% | -11.1% |
| 3M | -6.4% | +5.0% | -11.4% | -7.8% |
| 6M | +15.0% | -3.2% | +18.2% | +15.7% |
| YTD | +30.5% | +18.6% | +11.9% | +23.8% |
| 1Y | +35.7% | +4.8% | +30.8% | +32.9% |
| 3Y | +68.4% | +6.1% | +62.2% | +62.4% |
| 5Y | +73.1% | +24.0% | +49.2% | +57.9% |
| 10Y | +92.7% | +124.5% | -31.7% | +40.0% |
| All | +1,330.6% | +10,220.8% | -8,890.2% | +331.3% |
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 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