-5.2%
DASH vs CHD
+34.4%
-39.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +0.4% | +2.0% | -1.6% | +0.3% |
| 30D | -6.0% | +13.0% | -19.1% | -6.4% |
| 3M | -15.8% | +6.1% | -21.8% | -16.0% |
| 6M | +7.0% | +15.9% | -8.9% | +6.6% |
| YTD | -20.7% | +31.6% | -52.3% | -21.0% |
| 1Y | -8.5% | +28.5% | -37.0% | -8.9% |
| 3Y | +101.8% | +30.5% | +71.3% | +98.0% |
| 5Y | -9.6% | +30.7% | -40.3% | -11.4% |
| All | -5.2% | +34.4% | -39.6% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling