+883.7%
BAH vs CHD
+665.9%
+217.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | -3.2% | -2.7% | -0.6% | -2.4% |
| 30D | +2.0% | -4.6% | +6.6% | +3.6% |
| 3M | -7.6% | +5.0% | -12.7% | -9.1% |
| 6M | -5.7% | -3.2% | -2.5% | -4.9% |
| YTD | -11.7% | +18.6% | -30.4% | -17.1% |
| 1Y | -27.4% | +4.8% | -32.2% | -29.0% |
| 3Y | -32.5% | +6.1% | -38.7% | -35.4% |
| 5Y | -3.3% | +24.0% | -27.3% | -13.9% |
| 10Y | +186.0% | +124.5% | +61.5% | +100.1% |
| All | +883.7% | +665.9% | +217.7% | +285.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling