+31.0%
CHD vs ALM
+44.8%
-13.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.5% | +2.7% |
| 7D | +6.9% | -6.4% | +13.3% | +6.8% |
| 30D | +17.1% | -35.0% | +52.1% | +16.5% |
| 3M | +9.1% | -33.8% | +42.9% | +8.6% |
| 6M | +21.4% | -55.0% | +76.4% | +20.8% |
| YTD | +34.9% | -0.2% | +35.1% | +36.3% |
| 1Y | +31.0% | +41.8% | -10.7% | +34.5% |
| All | +31.0% | +44.8% | -13.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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