+225.6%
FANG vs CHD
+20.9%
+204.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +2.9% | -4.5% | +7.4% | +2.3% |
| 30D | +2.6% | -6.7% | +9.3% | +1.8% |
| 3M | +7.6% | -2.7% | +10.3% | +7.3% |
| 6M | +17.3% | -4.9% | +22.3% | +17.1% |
| YTD | +38.7% | +13.3% | +25.3% | +40.3% |
| 1Y | +51.6% | +1.0% | +50.6% | +51.8% |
| 3Y | +50.0% | +1.3% | +48.6% | +51.1% |
| All | +225.6% | +20.9% | +204.7% | +254.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling