+37.6%
TECH vs CHD
+7.1%
+30.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.6% |
| 30D | +0.7% | -4.6% | +5.3% | +1.5% |
| 3M | +36.3% | +5.0% | +31.3% | +34.5% |
| 6M | +25.6% | -3.2% | +28.8% | +28.3% |
| YTD | +23.7% | +18.6% | +5.1% | +14.2% |
| 1Y | +37.6% | +4.8% | +32.8% | +45.8% |
| All | +37.6% | +7.1% | +30.6% | +45.8% |
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