+21.1%
CHD vs FDS
-23.5%
+44.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.9% |
| 7D | -4.2% | -8.8% | +4.6% | -2.9% |
| 30D | -7.6% | -1.4% | -6.2% | -7.5% |
| 3M | -1.6% | +13.9% | -15.5% | -3.6% |
| 6M | -6.3% | +27.4% | -33.7% | -10.2% |
| YTD | +14.6% | -2.5% | +17.1% | +15.0% |
| 1Y | +1.6% | -23.8% | +25.4% | +7.0% |
| 3Y | +3.1% | -32.5% | +35.6% | +10.4% |
| 5Y | +21.1% | -23.2% | +44.3% | +21.6% |
| All | +21.1% | -23.5% | +44.5% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling