-9.7%
ARES vs CHD
+32.9%
-42.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.1% | -3.3% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +15.3% | +11.6% | +3.7% | +14.4% |
| 3M | -5.4% | +10.7% | -16.1% | -6.2% |
| 6M | +10.0% | +20.2% | -10.2% | +9.8% |
| YTD | -14.7% | +34.5% | -49.2% | -20.7% |
| 1Y | -9.7% | +32.6% | -42.2% | -15.2% |
| All | -9.7% | +32.9% | -42.6% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling