+72.3%
BA vs CHD
+124.1%
-51.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | +2.5% | -2.9% | +5.4% | +2.8% |
| 30D | -10.1% | -6.2% | -3.9% | -9.4% |
| 3M | -2.4% | +1.6% | -4.0% | -2.6% |
| 6M | -8.8% | -3.5% | -5.3% | -8.5% |
| YTD | -2.9% | +16.2% | -19.2% | -4.6% |
| 1Y | -8.8% | +3.4% | -12.1% | -9.2% |
| 3Y | -0.3% | +4.6% | -4.9% | -1.5% |
| 5Y | -0.3% | +21.1% | -21.4% | -4.8% |
| 10Y | +72.3% | +126.5% | -54.2% | +49.2% |
| All | +72.3% | +124.1% | -51.8% | +49.2% |
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 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