+68.4%
T vs CHD
+123.8%
-55.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -3.1% | -4.2% | +1.1% | -1.9% |
| 30D | +4.6% | -7.6% | +12.1% | +7.0% |
| 3M | +12.2% | -1.6% | +13.8% | +12.7% |
| 6M | -6.5% | -6.3% | -0.1% | -4.8% |
| YTD | +4.9% | +14.6% | -9.7% | +0.5% |
| 1Y | -10.5% | +1.6% | -12.1% | -11.3% |
| 3Y | +104.6% | +3.1% | +101.4% | +100.4% |
| 5Y | +64.2% | +21.1% | +43.1% | +51.8% |
| 10Y | +68.4% | +128.6% | -60.2% | +28.2% |
| All | +68.4% | +123.8% | -55.4% | +28.2% |
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