+31.8%
XHB vs CHD
+19.7%
+12.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | -5.2% | -4.7% | -0.5% | -3.8% |
| 30D | -12.1% | -8.3% | -3.8% | -9.8% |
| 3M | -6.2% | -4.0% | -2.2% | -5.1% |
| 6M | -6.7% | -6.5% | -0.2% | -5.0% |
| YTD | -5.5% | +13.1% | -18.5% | -9.0% |
| 1Y | -15.6% | +2.3% | -18.0% | -16.5% |
| 3Y | +22.0% | +1.8% | +20.2% | +18.8% |
| 5Y | +31.8% | +20.6% | +11.3% | +19.1% |
| All | +31.8% | +19.7% | +12.2% | +19.1% |
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