+24.9%
ESI vs CHD
+30.9%
-6.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.3% | -3.7% |
| 7D | -6.6% | +6.9% | -13.5% | -4.3% |
| 30D | -10.9% | +17.1% | -28.0% | -6.5% |
| 3M | -13.8% | +9.1% | -22.9% | -11.2% |
| 6M | -21.5% | +21.4% | -42.9% | -17.5% |
| YTD | +34.7% | +34.9% | -0.2% | +42.6% |
| 1Y | +24.9% | +31.0% | -6.1% | +34.1% |
| All | +24.9% | +30.9% | -6.0% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling