+422.5%
STM vs CHD
+181.4%
+241.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +4.9% | +6.6% |
| 7D | -5.6% | +0.8% | -6.4% | -5.7% |
| 30D | -14.4% | +13.5% | -27.9% | -15.7% |
| 3M | -20.5% | +8.1% | -28.6% | -21.2% |
| 6M | -24.5% | +19.9% | -44.4% | -26.6% |
| YTD | +72.7% | +34.0% | +38.7% | +64.8% |
| 1Y | +91.0% | +29.8% | +61.2% | +83.2% |
| 3Y | +13.5% | +28.7% | -15.2% | +7.4% |
| 5Y | -9.2% | +31.8% | -41.0% | -16.3% |
| 10Y | +422.5% | +178.2% | +244.4% | +323.2% |
| All | +422.5% | +181.4% | +241.1% | +323.2% |
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 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