+216.0%
PH vs CHD
+31.9%
+184.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +1.7% | +12.2% | -10.5% | 0.0% |
| 3M | -8.1% | +9.3% | -17.5% | -9.3% |
| 6M | +11.5% | +24.3% | -12.8% | +7.8% |
| YTD | +11.4% | +34.9% | -23.5% | +6.5% |
| 1Y | +14.1% | +32.7% | -18.6% | +9.4% |
| 3Y | +138.2% | +29.4% | +108.8% | +123.2% |
| 5Y | +216.0% | +31.7% | +184.3% | +183.8% |
| All | +216.0% | +31.9% | +184.1% | +183.8% |
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