+961.2%
ARES vs CHD
+126.1%
+835.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -6.1% | -4.5% | -1.6% | -5.3% |
| 30D | -7.5% | -6.7% | -0.8% | -6.5% |
| 3M | +0.1% | -2.7% | +2.8% | +0.5% |
| 6M | +30.3% | -4.9% | +35.2% | +31.1% |
| YTD | -16.6% | +13.3% | -30.0% | -18.9% |
| 1Y | -26.1% | +1.0% | -27.1% | -26.7% |
| 3Y | +36.4% | +1.3% | +35.1% | +33.2% |
| 5Y | +95.0% | +20.8% | +74.1% | +79.6% |
| All | +961.2% | +126.1% | +835.0% | +877.0% |
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