+812.6%
PH vs CHD
+123.8%
+688.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | 0.0% | -4.2% | +4.2% | +1.0% |
| 30D | -10.3% | -7.6% | -2.7% | -8.7% |
| 3M | +5.1% | -1.6% | +6.7% | +5.2% |
| 6M | +2.3% | -6.3% | +8.6% | +3.5% |
| YTD | +8.7% | +14.6% | -5.9% | +5.0% |
| 1Y | +26.8% | +1.6% | +25.2% | +25.6% |
| 3Y | +139.2% | +3.1% | +136.0% | +132.4% |
| 5Y | +251.1% | +21.1% | +230.0% | +220.6% |
| 10Y | +812.6% | +128.6% | +684.0% | +609.9% |
| All | +812.6% | +123.8% | +688.7% | +609.9% |
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