-31.5%
BAH vs CHD
+4.0%
-35.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | -4.3% | -2.9% | -1.4% | -3.7% |
| 30D | -4.5% | -6.2% | +1.7% | -3.2% |
| 3M | -7.6% | +1.6% | -9.2% | -7.7% |
| 6M | -10.6% | -3.5% | -7.1% | -10.0% |
| YTD | -12.6% | +16.2% | -28.8% | -15.3% |
| 1Y | -27.0% | +3.4% | -30.4% | -28.3% |
| 3Y | -31.5% | +4.6% | -36.1% | -34.5% |
| All | -31.5% | +4.0% | -35.5% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling