+32.7%
CHD vs ARWR
+25.1%
+7.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | 0.0% | -19.9% | +19.9% | -0.2% |
| 30D | +12.2% | -18.7% | +30.9% | +11.9% |
| 3M | +9.3% | -44.7% | +54.0% | +8.8% |
| 6M | +24.3% | -36.5% | +60.8% | +24.1% |
| YTD | +34.9% | -25.7% | +60.5% | +34.4% |
| 1Y | +32.7% | +18.9% | +13.8% | +34.5% |
| All | +32.7% | +25.1% | +7.6% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling