+360.5%
BE vs CHD
+7.1%
+353.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.3% |
| 7D | +20.0% | -2.7% | +22.7% | +16.9% |
| 30D | +7.9% | -4.6% | +12.5% | +3.2% |
| 3M | -13.2% | +5.0% | -18.2% | -7.7% |
| 6M | +53.5% | -3.2% | +56.7% | +54.7% |
| YTD | +191.0% | +18.6% | +172.4% | +248.1% |
| 1Y | +360.5% | +4.8% | +355.7% | +468.0% |
| All | +360.5% | +7.1% | +353.5% | +468.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling