+1,504.8%
ASML vs CHD
+181.4%
+1,323.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +6.0% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | -14.9% | +13.5% | -28.3% | -16.0% |
| 3M | -13.0% | +8.1% | -21.1% | -13.7% |
| 6M | -4.7% | +19.9% | -24.6% | -7.0% |
| YTD | +42.3% | +34.0% | +8.3% | +36.6% |
| 1Y | +49.7% | +29.8% | +19.9% | +44.3% |
| 3Y | +144.3% | +28.7% | +115.6% | +130.8% |
| 5Y | +86.4% | +31.8% | +54.6% | +71.8% |
| 10Y | +1,504.8% | +178.2% | +1,326.7% | +1,144.8% |
| All | +1,504.8% | +181.4% | +1,323.4% | +1,144.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling