+23.1%
PH vs CHD
+0.8%
+22.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -3.1% | -4.7% | +1.6% | -2.6% |
| 30D | -11.8% | -8.3% | -3.5% | -11.0% |
| 3M | +6.9% | -4.0% | +11.0% | +7.5% |
| 6M | -1.3% | -6.5% | +5.3% | -1.3% |
| YTD | +7.0% | +13.1% | -6.1% | +7.0% |
| 1Y | +23.1% | +2.3% | +20.8% | +22.2% |
| All | +23.1% | +0.8% | +22.3% | +22.2% |
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