+39.4%
ARES vs CHD
+29.7%
+9.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +0.8% | 0.0% | +0.8% | +0.7% |
| 30D | +16.7% | +12.2% | +4.5% | +17.3% |
| 3M | -2.6% | +9.3% | -12.0% | -2.4% |
| 6M | +13.0% | +24.3% | -11.3% | +14.8% |
| YTD | -11.7% | +34.9% | -46.6% | -10.1% |
| 1Y | -6.7% | +32.7% | -39.4% | -5.1% |
| All | +39.4% | +29.7% | +9.7% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling