+452.1%
BTSG vs CHD
+3.7%
+448.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | -2.7% | +5.4% | +3.0% |
| 30D | -3.6% | -4.6% | +1.0% | -3.2% |
| 3M | +5.8% | +5.0% | +0.8% | +4.9% |
| 6M | +44.7% | -3.2% | +48.0% | +45.7% |
| YTD | +62.2% | +18.6% | +43.5% | +56.2% |
| 1Y | +152.1% | +4.8% | +147.3% | +149.5% |
| All | +452.1% | +3.7% | +448.4% | +423.0% |
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 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