+33.6%
ESI vs CHD
+0.8%
+32.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.7% |
| 7D | -2.3% | -4.7% | +2.4% | -3.2% |
| 30D | -9.0% | -8.3% | -0.7% | -10.4% |
| 3M | -13.3% | -4.0% | -9.2% | -13.3% |
| 6M | +5.3% | -6.5% | +11.8% | +5.9% |
| YTD | +37.6% | +13.1% | +24.5% | +36.4% |
| 1Y | +33.6% | +2.3% | +31.3% | +33.3% |
| All | +33.6% | +0.8% | +32.8% | +33.3% |
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