+24.9%
ESI vs CHD
+33.5%
-8.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.2% |
| 7D | +5.5% | +3.6% | +1.9% | +6.8% |
| 30D | -7.8% | +10.4% | -18.2% | -4.4% |
| 3M | -15.0% | +12.2% | -27.2% | -11.6% |
| 6M | -24.9% | +19.9% | -44.8% | -20.4% |
| YTD | +33.2% | +36.4% | -3.2% | +43.1% |
| 1Y | +24.9% | +35.1% | -10.2% | +34.5% |
| All | +24.9% | +33.5% | -8.6% | +34.5% |
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