+97.0%
ARES vs CHD
+19.3%
+77.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.0% |
| 7D | -2.7% | -4.2% | +1.5% | -2.4% |
| 30D | -2.4% | -7.6% | +5.2% | -1.8% |
| 3M | +3.9% | -1.6% | +5.5% | +4.1% |
| 6M | +26.4% | -6.3% | +32.7% | +27.0% |
| YTD | -14.9% | +14.6% | -29.5% | -16.3% |
| 1Y | -20.4% | +1.6% | -22.0% | -20.8% |
| 3Y | +38.8% | +3.1% | +35.6% | +35.2% |
| 5Y | +97.0% | +21.1% | +75.9% | +76.5% |
| All | +97.0% | +19.3% | +77.7% | +76.5% |
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