+336.7%
SHW vs CHD
+195.3%
+141.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.9% |
| 7D | +1.7% | +3.4% | -1.7% | +0.3% |
| 30D | +7.8% | +10.1% | -2.3% | +3.8% |
| 3M | -3.0% | +11.9% | -14.9% | -7.2% |
| 6M | +14.8% | +19.6% | -4.8% | +6.8% |
| YTD | +8.8% | +36.0% | -27.3% | -3.9% |
| 1Y | +4.2% | +34.8% | -30.5% | -7.6% |
| 3Y | +41.5% | +28.8% | +12.7% | +25.4% |
| 5Y | +10.5% | +33.0% | -22.5% | -5.0% |
| All | +336.7% | +195.3% | +141.4% | +198.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling