+1,074.1%
BAH vs CHD
+770.6%
+303.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.5% |
| 3M | +11.4% | +9.3% | +2.1% | +8.0% |
| 6M | +17.7% | +24.3% | -6.6% | +9.4% |
| YTD | +5.4% | +34.9% | -29.5% | -5.3% |
| 1Y | +2.8% | +32.7% | -29.9% | -7.2% |
| 3Y | -26.7% | +29.4% | -56.1% | -34.2% |
| 5Y | +8.1% | +31.7% | -23.6% | -5.5% |
| 10Y | +202.5% | +191.7% | +10.9% | +92.1% |
| All | +1,074.1% | +770.6% | +303.4% | +341.0% |
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