+32.7%
CHD vs ALM
+14.6%
+18.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | 0.0% | -7.2% | +7.2% | -0.1% |
| 30D | +12.2% | -26.4% | +38.5% | +11.7% |
| 3M | +9.3% | -38.6% | +47.9% | +8.7% |
| 6M | +24.3% | -61.0% | +85.3% | +23.8% |
| YTD | +34.9% | -7.4% | +42.2% | +36.2% |
| 1Y | +32.7% | +14.0% | +18.7% | +36.7% |
| All | +32.7% | +14.6% | +18.1% | +36.7% |
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