+290.2%
BN vs CHD
+196.1%
+94.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -1.0% | +3.6% | -4.6% | -1.8% |
| 30D | +14.0% | +10.4% | +3.6% | +11.4% |
| 3M | -9.0% | +12.2% | -21.2% | -11.4% |
| 6M | -8.8% | +19.9% | -28.7% | -12.6% |
| YTD | -10.3% | +36.4% | -46.7% | -16.8% |
| 1Y | -5.8% | +35.1% | -40.9% | -12.5% |
| 3Y | +94.8% | +29.2% | +65.6% | +80.0% |
| 5Y | +31.5% | +33.4% | -1.9% | +18.4% |
| All | +290.2% | +196.1% | +94.2% | +188.5% |
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