+127.9%
CHD vs URA
+380.3%
-252.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | -4.2% | +5.7% | -9.9% | -4.3% |
| 30D | -7.6% | +5.6% | -13.2% | -7.7% |
| 3M | -1.6% | +6.2% | -7.8% | -1.8% |
| 6M | -6.3% | -8.2% | +1.9% | -6.2% |
| YTD | +14.6% | +9.7% | +4.9% | +13.7% |
| 1Y | +1.6% | +17.0% | -15.4% | +0.1% |
| 3Y | +3.1% | +118.5% | -115.3% | -3.1% |
| 5Y | +21.1% | +134.3% | -113.3% | +11.0% |
| All | +127.9% | +380.3% | -252.4% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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