+2,982.6%
EQT vs CHD
+9,760.0%
-6,777.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.0% | -4.5% | +2.5% | -1.2% |
| 30D | 0.0% | -6.7% | +6.7% | +1.2% |
| 3M | +5.9% | -2.7% | +8.7% | +6.3% |
| 6M | -14.8% | -4.9% | -9.8% | -14.2% |
| YTD | +1.8% | +13.3% | -11.6% | -0.8% |
| 1Y | +7.4% | +1.0% | +6.3% | +6.7% |
| 3Y | +33.6% | +1.3% | +32.3% | +31.3% |
| 5Y | +199.3% | +20.8% | +178.5% | +182.4% |
| 10Y | +50.0% | +126.1% | -76.1% | +22.1% |
| All | +2,982.6% | +9,760.0% | -6,777.4% | +1,570.6% |
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 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