+192.4%
CHD vs FDS
+127.7%
+64.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +3.6% | +1.5% | +2.2% | +3.3% |
| 30D | +10.4% | +14.8% | -4.4% | +7.4% |
| 3M | +12.2% | +16.3% | -4.1% | +8.5% |
| 6M | +19.9% | +66.2% | -46.3% | +7.3% |
| YTD | +36.4% | +16.2% | +20.2% | +30.6% |
| 1Y | +35.1% | +21.8% | +13.3% | +27.8% |
| 3Y | +29.2% | -23.9% | +53.1% | +35.3% |
| 5Y | +33.4% | -23.1% | +56.5% | +37.3% |
| All | +192.4% | +127.7% | +64.8% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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