+248.1%
DGX vs CHD
+126.1%
+122.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -0.9% | -4.5% | +3.6% | +0.4% |
| 30D | -1.2% | -6.7% | +5.6% | +0.8% |
| 3M | +15.8% | -2.7% | +18.5% | +16.5% |
| 6M | +18.2% | -4.9% | +23.1% | +19.5% |
| YTD | +37.2% | +13.3% | +23.9% | +31.9% |
| 1Y | +30.4% | +1.0% | +29.3% | +29.2% |
| 3Y | +96.7% | +1.3% | +95.4% | +93.9% |
| 5Y | +67.2% | +20.8% | +46.3% | +54.8% |
| All | +248.1% | +126.1% | +122.0% | +173.9% |
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