+4.7%
HWM vs CHD
+31.5%
-26.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -1.8% | +2.4% | -4.1% | -2.0% |
| 30D | -2.7% | +13.9% | -16.6% | -4.2% |
| 3M | -22.7% | +8.5% | -31.3% | -23.6% |
| 6M | -18.9% | +20.4% | -39.3% | -20.8% |
| YTD | +7.1% | +34.5% | -27.5% | +8.8% |
| 1Y | +4.7% | +33.8% | -29.1% | +5.6% |
| All | +4.7% | +31.5% | -26.8% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling