+1,127.5%
ARES vs CHD
+294.7%
+832.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +0.5% | +3.6% | -3.2% | -0.2% |
| 30D | +19.7% | +10.4% | +9.3% | +17.7% |
| 3M | -9.0% | +12.2% | -21.2% | -10.7% |
| 6M | +11.5% | +19.9% | -8.4% | +8.1% |
| YTD | -13.8% | +36.4% | -50.2% | -18.7% |
| 1Y | -5.6% | +35.1% | -40.7% | -10.8% |
| 3Y | +36.1% | +29.2% | +6.9% | +27.4% |
| 5Y | +82.7% | +33.4% | +49.3% | +67.4% |
| 10Y | +1,101.7% | +195.0% | +906.6% | +909.7% |
| All | +1,127.5% | +294.7% | +832.7% | +887.4% |
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