+99.6%
STM vs CHD
+7.1%
+92.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -2.7% | +8.5% | +5.0% |
| 30D | -1.0% | -4.6% | +3.6% | -2.1% |
| 3M | -33.3% | +5.0% | -38.3% | -32.9% |
| 6M | +57.4% | -3.2% | +60.6% | +58.0% |
| YTD | +102.2% | +18.6% | +83.5% | +103.7% |
| 1Y | +99.6% | +4.8% | +94.8% | +101.0% |
| All | +99.6% | +7.1% | +92.5% | +101.0% |
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