-27.4%
BAH vs CHD
+29.7%
-57.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +18.0% | +12.2% | +5.8% | +14.7% |
| 3M | +11.4% | +9.3% | +2.1% | +9.0% |
| 6M | +17.7% | +24.3% | -6.6% | +12.3% |
| YTD | +5.4% | +34.9% | -29.5% | -2.1% |
| 1Y | +2.8% | +32.7% | -29.9% | -4.2% |
| All | -27.4% | +29.7% | -57.2% | -34.7% |
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