+140.8%
PH vs CHD
+4.0%
+136.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | +0.4% | -2.9% | +3.3% | +0.5% |
| 30D | -10.8% | -6.2% | -4.6% | -10.6% |
| 3M | +8.5% | +1.6% | +6.9% | +8.4% |
| 6M | +3.9% | -3.5% | +7.4% | +3.8% |
| YTD | +9.4% | +16.2% | -6.8% | +9.6% |
| 1Y | +26.8% | +3.4% | +23.4% | +26.7% |
| 3Y | +140.8% | +4.6% | +136.2% | +133.2% |
| All | +140.8% | +4.0% | +136.8% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling