-24.3%
ARES vs CHD
+0.8%
-25.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.8% |
| 7D | -7.7% | -4.7% | -3.0% | -7.6% |
| 30D | -8.7% | -8.3% | -0.4% | -8.6% |
| 3M | +2.8% | -4.0% | +6.9% | +3.1% |
| 6M | +23.1% | -6.5% | +29.6% | +23.2% |
| YTD | -17.3% | +13.1% | -30.3% | -19.5% |
| 1Y | -24.3% | +2.3% | -26.6% | -26.6% |
| All | -24.3% | +0.8% | -25.1% | -26.6% |
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