+661.1%
BX vs CHD
+126.1%
+534.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.4% |
| 7D | -5.6% | -4.5% | -1.1% | -4.5% |
| 30D | -12.2% | -6.7% | -5.5% | -10.7% |
| 3M | +7.4% | -2.7% | +10.1% | +8.1% |
| 6M | +22.2% | -4.9% | +27.1% | +23.5% |
| YTD | -14.0% | +13.3% | -27.4% | -17.3% |
| 1Y | -27.3% | +1.0% | -28.3% | -28.0% |
| 3Y | +24.5% | +1.3% | +23.2% | +21.3% |
| 5Y | +18.9% | +20.8% | -2.0% | +7.8% |
| All | +661.1% | +126.1% | +534.9% | +510.0% |
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 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