+276.8%
THC vs CHD
+30.9%
+245.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | +3.7% | +2.0% | +1.7% | +3.0% |
| 30D | +9.0% | +13.0% | -4.0% | +4.5% |
| 3M | +10.4% | +6.1% | +4.3% | +8.0% |
| 6M | +45.7% | +15.9% | +29.8% | +38.2% |
| YTD | +42.6% | +31.6% | +11.0% | +29.6% |
| 1Y | +38.8% | +28.5% | +10.3% | +27.0% |
| 3Y | +418.8% | +30.5% | +388.4% | +362.5% |
| All | +276.8% | +30.9% | +245.8% | +221.2% |
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