+89.2%
ES vs CHD
+180.1%
-90.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.9% | +2.4% | -1.5% | -0.2% |
| 30D | +5.9% | +13.9% | -8.0% | 0.0% |
| 3M | -1.0% | +8.5% | -9.5% | -4.7% |
| 6M | +7.2% | +20.4% | -13.2% | -1.6% |
| YTD | +7.0% | +34.5% | -27.6% | -6.8% |
| 1Y | +0.5% | +33.8% | -33.3% | -12.3% |
| 3Y | +48.7% | +29.1% | +19.5% | +29.6% |
| 5Y | +1.9% | +31.2% | -29.3% | -13.6% |
| 10Y | +89.2% | +193.1% | -104.0% | +17.8% |
| All | +89.2% | +180.1% | -90.9% | +17.8% |
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