+433.9%
BTSG vs CHD
-0.9%
+434.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | -3.3% | -4.5% | +1.2% | -2.8% |
| 30D | -1.6% | -6.7% | +5.1% | -0.9% |
| 3M | -6.9% | -2.7% | -4.2% | -6.7% |
| 6M | +42.1% | -4.9% | +47.0% | +42.9% |
| YTD | +56.8% | +13.3% | +43.5% | +51.8% |
| 1Y | +109.8% | +1.0% | +108.8% | +108.3% |
| All | +433.9% | -0.9% | +434.8% | +408.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling