+125.0%
BHP vs CHD
+21.3%
+103.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +0.9% | -4.2% | +5.1% | +1.1% |
| 30D | +4.0% | -7.6% | +11.6% | +4.5% |
| 3M | +11.3% | -1.6% | +12.8% | +11.3% |
| 6M | +29.3% | -6.3% | +35.6% | +29.7% |
| YTD | +59.2% | +14.6% | +44.6% | +57.8% |
| 1Y | +80.8% | +1.6% | +79.3% | +80.7% |
| 3Y | +88.0% | +3.1% | +84.8% | +87.5% |
| All | +125.0% | +21.3% | +103.8% | +138.2% |
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 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