+6,648.7%
CHD vs SM
+1,360.8%
+5,287.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.3% | +0.1% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | +12.2% | -17.3% | +29.5% | +12.6% |
| 3M | +9.3% | -3.6% | +12.9% | +9.3% |
| 6M | +24.3% | +2.9% | +21.4% | +23.8% |
| YTD | +34.9% | +70.2% | -35.4% | +32.1% |
| 1Y | +32.7% | +66.5% | -33.8% | +30.1% |
| 3Y | +29.4% | -8.2% | +37.6% | +28.1% |
| 5Y | +31.7% | -1.5% | +33.2% | +28.7% |
| 10Y | +191.7% | +11.9% | +179.8% | +163.3% |
| All | +6,648.7% | +1,360.8% | +5,287.9% | +4,421.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 all: compounded portfolio wealth divided by compounded SM 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…
all analysis · Full analysis span regression · 6 months rolling