+88.2%
ARES vs CHD
+31.9%
+56.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +16.7% | +12.2% | +4.5% | +15.6% |
| 3M | -2.6% | +9.3% | -12.0% | -3.4% |
| 6M | +13.0% | +24.3% | -11.3% | +11.1% |
| YTD | -11.7% | +34.9% | -46.6% | -14.3% |
| 1Y | -6.7% | +32.7% | -39.4% | -9.2% |
| 3Y | +40.5% | +29.4% | +11.1% | +32.9% |
| 5Y | +88.2% | +31.7% | +56.5% | +70.8% |
| All | +88.2% | +31.9% | +56.3% | +70.8% |
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