+996.8%
THC vs CHD
+127.0%
+869.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.2% | -1.7% |
| 7D | -2.6% | -2.9% | +0.4% | -1.8% |
| 30D | -1.2% | -6.2% | +5.0% | +0.5% |
| 3M | +58.9% | +1.6% | +57.4% | +58.3% |
| 6M | +9.3% | -3.5% | +12.9% | +10.2% |
| YTD | +30.4% | +16.2% | +14.1% | +25.1% |
| 1Y | +34.6% | +3.4% | +31.2% | +33.0% |
| 3Y | +246.7% | +4.6% | +242.1% | +239.2% |
| 5Y | +244.5% | +21.1% | +223.4% | +221.6% |
| All | +996.8% | +127.0% | +869.8% | +673.7% |
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 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