+967.7%
BX vs CHD
+930.9%
+36.8%
-87.6%
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 | -4.4% | -2.7% | -1.7% | -3.1% |
| 30D | +0.1% | -4.6% | +4.7% | +2.5% |
| 3M | +16.0% | +5.0% | +11.0% | +12.7% |
| 6M | +21.6% | -3.2% | +24.8% | +22.7% |
| YTD | -8.9% | +18.6% | -27.5% | -17.9% |
| 1Y | -16.6% | +4.8% | -21.4% | -20.2% |
| 3Y | +43.3% | +6.1% | +37.2% | +31.8% |
| 5Y | +25.7% | +24.0% | +1.7% | +2.4% |
| 10Y | +689.5% | +124.5% | +565.0% | +279.5% |
| All | +967.7% | +930.9% | +36.8% | +27.7% |
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