+711.1%
AVGO vs CHD
+19.3%
+691.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.3% |
| 7D | -0.8% | -4.2% | +3.4% | -1.4% |
| 30D | -13.7% | -7.6% | -6.2% | -14.7% |
| 3M | -6.9% | -1.6% | -5.3% | -7.0% |
| 6M | +5.8% | -6.3% | +12.1% | +5.4% |
| YTD | +5.7% | +14.6% | -8.9% | +7.2% |
| 1Y | +9.0% | +1.6% | +7.4% | +10.4% |
| 3Y | +340.5% | +3.1% | +337.4% | +334.0% |
| 5Y | +711.1% | +21.1% | +690.0% | +648.2% |
| All | +711.1% | +19.3% | +691.8% | +648.2% |
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 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