+25.3%
F vs CHD
+2.5%
+22.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.9% |
| 7D | +1.2% | -2.9% | +4.1% | +1.6% |
| 30D | +1.2% | -6.2% | +7.4% | +2.1% |
| 3M | -5.7% | +1.6% | -7.2% | -6.0% |
| 6M | +17.9% | -3.5% | +21.5% | +17.7% |
| YTD | +10.4% | +16.2% | -5.8% | +9.0% |
| 1Y | +25.3% | +3.4% | +21.9% | +26.2% |
| All | +25.3% | +2.5% | +22.8% | +26.2% |
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