+6,970.9%
BHP vs CHD
+11,766.8%
-4,795.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | -0.5% | +3.6% | -4.1% | -1.2% |
| 30D | -4.5% | +10.4% | -14.9% | -6.6% |
| 3M | -6.9% | +12.2% | -19.1% | -9.2% |
| 6M | -10.6% | +19.9% | -30.5% | -14.3% |
| YTD | +37.2% | +36.4% | +0.8% | +27.8% |
| 1Y | +48.0% | +35.1% | +12.9% | +38.1% |
| 3Y | +52.6% | +29.2% | +23.4% | +42.2% |
| 5Y | +116.5% | +33.4% | +83.1% | +98.1% |
| 10Y | +334.9% | +195.0% | +139.9% | +227.4% |
| All | +6,970.9% | +11,766.8% | -4,795.9% | +3,445.8% |
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