+1,164.6%
ARES vs CHD
+243.3%
+921.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.7% | -2.7% | +1.0% | -1.2% |
| 30D | +0.3% | -4.6% | +4.9% | +1.0% |
| 3M | +8.5% | +5.0% | +3.5% | +7.5% |
| 6M | +23.5% | -3.2% | +26.7% | +23.9% |
| YTD | -11.2% | +18.6% | -29.9% | -14.2% |
| 1Y | -19.3% | +4.8% | -24.1% | -20.4% |
| 3Y | +48.7% | +6.1% | +42.5% | +44.1% |
| 5Y | +106.5% | +24.0% | +82.6% | +90.7% |
| 10Y | +1,055.3% | +124.5% | +930.9% | +904.5% |
| All | +1,164.6% | +243.3% | +921.3% | +941.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling