+553.3%
THC vs CHD
+11,557.1%
-11,003.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.5% |
| 7D | +7.5% | +0.8% | +6.7% | +7.3% |
| 30D | +9.6% | +13.5% | -3.9% | +5.7% |
| 3M | +10.3% | +8.1% | +2.1% | +7.8% |
| 6M | +51.8% | +19.9% | +31.9% | +44.1% |
| YTD | +45.4% | +34.0% | +11.4% | +33.7% |
| 1Y | +40.8% | +29.8% | +11.0% | +30.5% |
| 3Y | +448.8% | +28.7% | +420.1% | +405.4% |
| 5Y | +263.4% | +31.8% | +231.6% | +229.9% |
| 10Y | +1,800.1% | +178.2% | +1,621.9% | +1,252.0% |
| All | +553.3% | +11,557.1% | -11,003.8% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling