+188.9%
TECH vs CHD
+123.8%
+65.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -0.1% | -4.2% | +4.1% | +0.8% |
| 30D | +0.3% | -7.6% | +7.9% | +2.0% |
| 3M | +32.9% | -1.6% | +34.5% | +33.2% |
| 6M | +32.1% | -6.3% | +38.4% | +33.5% |
| YTD | +23.4% | +14.6% | +8.8% | +18.9% |
| 1Y | +34.1% | +1.6% | +32.5% | +32.7% |
| 3Y | +2.2% | +3.1% | -1.0% | -0.2% |
| 5Y | -41.8% | +21.1% | -62.9% | -46.0% |
| 10Y | +188.9% | +128.6% | +60.3% | +145.7% |
| All | +188.9% | +123.8% | +65.1% | +145.7% |
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