+31.8%
CHD vs ARWR
-40.7%
+72.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -15.3% | +17.1% | +2.1% |
| 7D | +0.8% | -17.3% | +18.1% | +1.1% |
| 30D | +13.5% | -21.5% | +35.0% | +13.9% |
| 3M | +8.1% | -43.8% | +52.0% | +9.1% |
| 6M | +19.9% | -32.3% | +52.1% | +20.5% |
| YTD | +34.0% | -25.8% | +59.8% | +34.3% |
| 1Y | +29.8% | +25.5% | +4.3% | +28.4% |
| 3Y | +28.7% | +84.1% | -55.4% | +24.4% |
| 5Y | +31.8% | -39.2% | +71.0% | +21.7% |
| All | +31.8% | -40.7% | +72.5% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling