-8.5%
BX vs CHD
+30.9%
-39.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +5.6% |
| 7D | +8.3% | +6.9% | +1.3% | +6.8% |
| 30D | +13.5% | +17.1% | -3.6% | +10.8% |
| 3M | -7.6% | +9.1% | -16.7% | -9.3% |
| 6M | +4.0% | +21.4% | -17.3% | +2.1% |
| YTD | -15.2% | +34.9% | -50.0% | -22.0% |
| 1Y | -8.5% | +31.0% | -39.5% | -14.3% |
| All | -8.5% | +30.9% | -39.4% | -14.3% |
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