+95.4%
STM vs CHD
+32.9%
+62.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.3% |
| 7D | +16.3% | +0.4% | +15.9% | +16.4% |
| 30D | -6.3% | +11.6% | -17.9% | -1.3% |
| 3M | -14.1% | +10.7% | -24.8% | -9.7% |
| 6M | -19.6% | +20.2% | -39.8% | -13.9% |
| YTD | +80.1% | +34.5% | +45.6% | +97.7% |
| 1Y | +95.4% | +32.6% | +62.8% | +115.0% |
| All | +95.4% | +32.9% | +62.4% | +115.0% |
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