-16.8%
DASH vs CHD
+31.9%
-48.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.8% | +2.4% | -5.1% | -3.0% |
| 30D | -9.3% | +13.9% | -23.2% | -10.4% |
| 3M | -15.1% | +8.5% | -23.6% | -15.8% |
| 6M | +8.7% | +20.4% | -11.6% | +7.0% |
| YTD | -21.3% | +34.5% | -55.8% | -23.4% |
| 1Y | -12.7% | +33.8% | -46.4% | -14.9% |
| 3Y | +103.8% | +29.1% | +74.7% | +93.8% |
| 5Y | -16.8% | +31.2% | -48.0% | -24.3% |
| All | -16.8% | +31.9% | -48.7% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling