+318.5%
ESI vs CHD
+196.1%
+122.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +5.5% | +3.6% | +1.9% | +5.0% |
| 30D | -7.8% | +10.4% | -18.2% | -9.2% |
| 3M | -15.0% | +12.2% | -27.2% | -16.6% |
| 6M | -24.9% | +19.9% | -44.8% | -27.4% |
| YTD | +33.2% | +36.4% | -3.2% | +25.5% |
| 1Y | +24.9% | +35.1% | -10.2% | +17.9% |
| 3Y | +77.8% | +29.2% | +48.6% | +67.3% |
| 5Y | +37.1% | +33.4% | +3.7% | +25.8% |
| All | +318.5% | +196.1% | +122.5% | +257.7% |
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