+119.6%
BHP vs CHD
+33.2%
+86.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | -0.5% | +3.6% | -4.1% | -0.7% |
| 30D | -4.5% | +10.4% | -14.9% | -5.1% |
| 3M | -6.9% | +12.2% | -19.1% | -7.6% |
| 6M | -10.6% | +19.9% | -30.5% | -11.8% |
| YTD | +37.2% | +36.4% | +0.8% | +34.1% |
| 1Y | +48.0% | +35.1% | +12.9% | +44.7% |
| 3Y | +52.6% | +29.2% | +23.4% | +49.0% |
| All | +119.6% | +33.2% | +86.4% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling