+476.4%
BHP vs CHD
+126.1%
+350.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -3.6% | -4.5% | +0.8% | -2.9% |
| 30D | -1.2% | -6.7% | +5.5% | 0.0% |
| 3M | +1.2% | -2.7% | +3.9% | +1.5% |
| 6M | +21.4% | -4.9% | +26.3% | +22.2% |
| YTD | +50.4% | +13.3% | +37.1% | +46.5% |
| 1Y | +67.5% | +1.0% | +66.5% | +66.4% |
| 3Y | +72.8% | +1.3% | +71.5% | +70.0% |
| 5Y | +112.6% | +20.8% | +91.8% | +97.2% |
| All | +476.4% | +126.1% | +350.3% | +371.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling