+81.0%
F vs CHD
+181.4%
-100.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | -0.6% | +0.8% | -1.4% | -0.7% |
| 30D | +2.9% | +13.5% | -10.6% | +1.0% |
| 3M | -9.5% | +8.1% | -17.6% | -10.5% |
| 6M | +4.0% | +19.9% | -15.9% | +1.1% |
| YTD | -1.3% | +34.0% | -35.3% | -5.6% |
| 1Y | -1.9% | +29.8% | -31.7% | -5.8% |
| 3Y | +53.5% | +28.7% | +24.8% | +46.8% |
| 5Y | -15.1% | +31.8% | -46.9% | -19.9% |
| 10Y | +81.0% | +178.2% | -97.2% | +59.9% |
| All | +81.0% | +181.4% | -100.4% | +59.9% |
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