+7,943.2%
BHP vs CHD
+10,220.8%
-2,277.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | -2.7% | -0.2% | -2.3% |
| 30D | +3.4% | -4.6% | +8.0% | +4.4% |
| 3M | +4.1% | +5.0% | -1.0% | +2.7% |
| 6M | +20.6% | -3.2% | +23.8% | +21.1% |
| YTD | +56.1% | +18.6% | +37.4% | +49.9% |
| 1Y | +69.6% | +4.8% | +64.8% | +66.8% |
| 3Y | +78.8% | +6.1% | +72.7% | +73.7% |
| 5Y | +113.1% | +24.0% | +89.1% | +97.9% |
| 10Y | +505.9% | +124.5% | +381.4% | +383.8% |
| All | +7,943.2% | +10,220.8% | -2,277.7% | +4,058.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling