+85.7%
SCHG vs CHD
+20.9%
+64.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -1.0% | -4.5% | +3.4% | -0.7% |
| 30D | -1.3% | -6.7% | +5.5% | -0.7% |
| 3M | +5.4% | -2.7% | +8.2% | +5.6% |
| 6M | +14.4% | -4.9% | +19.4% | +14.8% |
| YTD | +8.0% | +13.3% | -5.3% | +6.4% |
| 1Y | +12.7% | +1.0% | +11.7% | +12.5% |
| 3Y | +85.6% | +1.3% | +84.3% | +82.0% |
| All | +85.7% | +20.9% | +64.9% | +74.2% |
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 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