-75.0%
FRSH vs CHD
+18.2%
-93.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | -6.6% | -4.5% | -2.1% | -6.3% |
| 30D | +2.1% | -6.7% | +8.8% | +2.5% |
| 3M | +29.0% | -2.7% | +31.7% | +29.2% |
| 6M | +48.6% | -4.9% | +53.6% | +49.2% |
| YTD | -2.9% | +13.3% | -16.3% | -3.8% |
| 1Y | -7.9% | +1.0% | -8.9% | -8.0% |
| 3Y | -46.5% | +1.3% | -47.8% | -47.1% |
| All | -75.0% | +18.2% | -93.2% | -78.8% |
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