+1,474.6%
HWM vs CHD
+196.1%
+1,278.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | +7.3% | +3.6% | +3.7% | +6.7% |
| 30D | +1.6% | +10.4% | -8.8% | 0.0% |
| 3M | -21.9% | +12.2% | -34.0% | -23.3% |
| 6M | -19.0% | +19.9% | -39.0% | -21.4% |
| YTD | +7.9% | +36.4% | -28.5% | +2.7% |
| 1Y | +9.9% | +35.1% | -25.2% | +4.7% |
| 3Y | +342.1% | +29.2% | +313.0% | +316.7% |
| 5Y | +600.8% | +33.4% | +567.4% | +546.2% |
| All | +1,474.6% | +196.1% | +1,278.5% | +1,001.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling