+124.3%
BTSG vs CHD
+33.5%
+90.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.3% |
| 7D | +6.0% | +3.6% | +2.4% | +6.2% |
| 30D | +12.4% | +10.4% | +2.0% | +12.9% |
| 3M | +18.2% | +12.2% | +6.1% | +18.5% |
| 6M | +26.0% | +19.9% | +6.1% | +27.0% |
| YTD | +90.1% | +36.4% | +53.7% | +84.0% |
| 1Y | +124.3% | +35.1% | +89.2% | +117.0% |
| All | +124.3% | +33.5% | +90.8% | +117.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling