+1,649.1%
THC vs CHD
+191.9%
+1,457.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +0.1% | +0.4% | -0.2% | +0.1% |
| 30D | +7.5% | +11.6% | -4.1% | +4.5% |
| 3M | +7.5% | +10.7% | -3.2% | +4.7% |
| 6M | +46.4% | +20.2% | +26.2% | +39.8% |
| YTD | +44.4% | +34.5% | +9.8% | +34.1% |
| 1Y | +43.4% | +32.6% | +10.9% | +33.6% |
| 3Y | +433.3% | +29.1% | +404.2% | +397.3% |
| 5Y | +262.5% | +31.5% | +231.0% | +233.0% |
| All | +1,649.1% | +191.9% | +1,457.2% | +1,274.8% |
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