+37.7%
THC vs CHD
+7.1%
+30.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | -2.7% | +2.0% | +0.2% |
| 30D | +1.3% | -4.6% | +5.9% | +2.8% |
| 3M | +64.2% | +5.0% | +59.2% | +62.3% |
| 6M | +8.3% | -3.2% | +11.5% | +8.7% |
| YTD | +33.4% | +18.6% | +14.7% | +30.2% |
| 1Y | +37.7% | +4.8% | +32.8% | +42.9% |
| All | +37.7% | +7.1% | +30.6% | +42.9% |
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