+31.7%
CHD vs ALM
+456.2%
-424.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | 0.0% | -7.2% | +7.2% | 0.0% |
| 30D | +12.2% | -26.4% | +38.5% | +12.2% |
| 3M | +9.3% | -38.6% | +47.9% | +9.3% |
| 6M | +24.3% | -61.0% | +85.3% | +24.5% |
| YTD | +34.9% | -7.4% | +42.2% | +34.4% |
| 1Y | +32.7% | +14.0% | +18.7% | +32.1% |
| 3Y | +29.4% | +844.4% | -815.0% | +26.9% |
| 5Y | +31.7% | +410.8% | -379.1% | +28.9% |
| All | +31.7% | +456.2% | -424.5% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling