+40.7%
THC vs CHD
+30.9%
+9.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.6% | +7.0% | +8.5% |
| 7D | +8.8% | +6.9% | +1.9% | +6.0% |
| 30D | +12.6% | +17.1% | -4.5% | +5.8% |
| 3M | +15.4% | +9.1% | +6.3% | +11.2% |
| 6M | +57.7% | +21.4% | +36.3% | +46.7% |
| YTD | +47.1% | +34.9% | +12.2% | +36.5% |
| 1Y | +40.7% | +31.0% | +9.6% | +31.4% |
| All | +40.7% | +30.9% | +9.8% | +31.4% |
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