+67.5%
BHP vs CHD
+2.3%
+65.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | -3.6% | -4.5% | +0.8% | -3.7% |
| 30D | -1.2% | -6.7% | +5.5% | -1.4% |
| 3M | +1.2% | -2.7% | +3.9% | +1.3% |
| 6M | +21.4% | -4.9% | +26.3% | +21.1% |
| YTD | +50.4% | +13.3% | +37.1% | +54.6% |
| 1Y | +67.5% | +1.0% | +66.5% | +59.5% |
| All | +67.5% | +2.3% | +65.2% | +59.5% |
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 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