+105.2%
CNH vs CHD
+196.1%
-90.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | +3.0% | +3.6% | -0.6% | +2.5% |
| 30D | -0.6% | +10.4% | -11.0% | -2.0% |
| 3M | +14.6% | +12.2% | +2.5% | +12.7% |
| 6M | +11.8% | +19.9% | -8.2% | +8.8% |
| YTD | +30.4% | +36.4% | -6.0% | +24.9% |
| 1Y | +19.1% | +35.1% | -16.1% | +14.1% |
| 3Y | +30.2% | +29.2% | +1.0% | +24.6% |
| 5Y | -17.8% | +33.4% | -51.2% | -23.0% |
| All | +105.2% | +196.1% | -90.8% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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