+258.5%
BN vs CHD
+126.1%
+132.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -5.2% | -4.5% | -0.7% | -4.2% |
| 30D | -14.5% | -6.7% | -7.8% | -13.1% |
| 3M | -15.0% | -2.7% | -12.3% | -14.5% |
| 6M | -5.4% | -4.9% | -0.5% | -4.5% |
| YTD | -16.4% | +13.3% | -29.8% | -19.2% |
| 1Y | -16.2% | +1.0% | -17.3% | -16.9% |
| 3Y | +67.5% | +1.3% | +66.2% | +63.9% |
| 5Y | +34.1% | +20.8% | +13.3% | +23.0% |
| All | +258.5% | +126.1% | +132.4% | +180.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling