+23.4%
BA vs CHD
+191.9%
-168.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | -0.6% | +0.4% | -0.9% | -0.6% |
| 30D | -8.0% | +11.6% | -19.6% | -9.2% |
| 3M | -25.8% | +10.7% | -36.5% | -26.7% |
| 6M | -27.6% | +20.2% | -47.8% | -29.2% |
| YTD | -21.0% | +34.5% | -55.5% | -23.7% |
| 1Y | -12.3% | +32.6% | -44.8% | -15.2% |
| 3Y | -12.8% | +29.1% | -41.9% | -16.1% |
| 5Y | -22.4% | +31.5% | -53.9% | -26.4% |
| All | +23.4% | +191.9% | -168.6% | +3.2% |
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