+9.5%
S vs CHD
+7.1%
+2.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.7% | -2.7% | -5.0% | -7.7% |
| 30D | -5.3% | -4.6% | -0.7% | -5.4% |
| 3M | +20.3% | +5.0% | +15.2% | +21.1% |
| 6M | +47.4% | -3.2% | +50.6% | +48.4% |
| YTD | +32.5% | +18.6% | +13.9% | +32.6% |
| 1Y | +9.5% | +4.8% | +4.7% | +6.7% |
| All | +9.5% | +7.1% | +2.5% | +6.7% |
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