+741.5%
HWM vs CHD
+23.9%
+717.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -2.1% | -2.7% | +0.6% | -1.9% |
| 30D | -11.0% | -4.6% | -6.4% | -10.7% |
| 3M | +4.0% | +5.0% | -1.0% | +3.6% |
| 6M | -0.2% | -3.2% | +3.0% | -0.2% |
| YTD | +26.7% | +18.6% | +8.0% | +25.4% |
| 1Y | +44.7% | +4.8% | +39.9% | +44.3% |
| 3Y | +426.1% | +6.1% | +420.0% | +415.7% |
| All | +741.5% | +23.9% | +717.6% | +696.7% |
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