-3.2%
BAH vs CHD
+19.3%
-22.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -1.3% | -4.2% | +2.8% | -0.3% |
| 30D | -6.6% | -7.6% | +1.0% | -4.8% |
| 3M | -7.2% | -1.6% | -5.6% | -6.7% |
| 6M | -10.0% | -6.3% | -3.7% | -8.7% |
| YTD | -12.5% | +14.6% | -27.0% | -15.6% |
| 1Y | -27.9% | +1.6% | -29.5% | -28.7% |
| 3Y | -31.4% | +3.1% | -34.5% | -33.2% |
| 5Y | -3.2% | +21.1% | -24.3% | -15.5% |
| All | -3.2% | +19.3% | -22.5% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling