+191.7%
CHD vs ARWR
+1,021.8%
-830.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | 0.0% | -19.9% | +19.9% | +0.5% |
| 30D | +12.2% | -18.7% | +30.9% | +12.7% |
| 3M | +9.3% | -44.7% | +54.0% | +11.0% |
| 6M | +24.3% | -36.5% | +60.8% | +25.5% |
| YTD | +34.9% | -25.7% | +60.5% | +35.4% |
| 1Y | +32.7% | +18.9% | +13.8% | +31.1% |
| 3Y | +29.4% | +83.1% | -53.7% | +24.3% |
| 5Y | +31.7% | -34.9% | +66.6% | +29.2% |
| 10Y | +191.7% | +1,080.9% | -889.2% | +153.4% |
| All | +191.7% | +1,021.8% | -830.1% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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