+696.1%
PH vs CHD
+191.9%
+504.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | +7.4% | +0.4% | +7.0% | +7.3% |
| 30D | +0.5% | +11.6% | -11.1% | -2.1% |
| 3M | -10.2% | +10.7% | -20.9% | -12.4% |
| 6M | +8.9% | +20.2% | -11.3% | +4.0% |
| YTD | +9.7% | +34.5% | -24.8% | +1.9% |
| 1Y | +12.8% | +32.6% | -19.7% | +5.2% |
| 3Y | +134.6% | +29.1% | +105.5% | +115.6% |
| 5Y | +204.5% | +31.5% | +173.0% | +173.5% |
| All | +696.1% | +191.9% | +504.2% | +490.4% |
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