+26.6%
BA vs CHD
+180.1%
-153.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | 0.0% | +2.4% | -2.3% | -0.2% |
| 30D | -8.9% | +13.9% | -22.8% | -10.4% |
| 3M | -25.5% | +8.5% | -34.0% | -26.3% |
| 6M | -27.0% | +20.4% | -47.3% | -28.6% |
| YTD | -20.1% | +34.5% | -54.7% | -22.9% |
| 1Y | -11.0% | +33.8% | -44.8% | -14.0% |
| 3Y | -11.8% | +29.1% | -41.0% | -15.2% |
| 5Y | -20.6% | +31.2% | -51.9% | -24.8% |
| 10Y | +26.6% | +193.1% | -166.5% | +5.8% |
| All | +26.6% | +180.1% | -153.5% | +5.8% |
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