+6,631.2%
CHD vs SM
+1,436.3%
+5,195.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.4% | -0.4% |
| 7D | +0.4% | +10.6% | -10.2% | +0.1% |
| 30D | +11.6% | -15.0% | +26.6% | +12.0% |
| 3M | +10.7% | +1.7% | +9.0% | +10.5% |
| 6M | +20.2% | +5.9% | +14.4% | +19.7% |
| YTD | +34.5% | +79.0% | -44.5% | +31.6% |
| 1Y | +32.6% | +84.7% | -52.1% | +29.6% |
| 3Y | +29.1% | -3.5% | +32.6% | +27.6% |
| 5Y | +31.5% | +4.9% | +26.6% | +28.3% |
| 10Y | +190.9% | +17.7% | +173.2% | +162.2% |
| All | +6,631.2% | +1,436.3% | +5,195.0% | +4,403.5% |
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