+24,016.6%
PH vs CHD
+11,631.5%
+12,385.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +1.7% | +12.2% | -10.5% | -1.5% |
| 3M | -8.1% | +9.3% | -17.5% | -10.5% |
| 6M | +11.5% | +24.3% | -12.8% | +4.8% |
| YTD | +11.4% | +34.9% | -23.5% | +2.3% |
| 1Y | +14.1% | +32.7% | -18.6% | +5.2% |
| 3Y | +138.2% | +29.4% | +108.8% | +117.8% |
| 5Y | +216.0% | +31.7% | +184.3% | +184.3% |
| 10Y | +710.0% | +191.7% | +518.3% | +472.9% |
| All | +24,016.6% | +11,631.5% | +12,385.1% | +8,444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling