+33.8%
UL vs CHD
+33.2%
+0.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | +1.1% | +3.6% | -2.5% | -0.3% |
| 30D | +4.5% | +10.4% | -5.9% | +0.5% |
| 3M | +6.5% | +12.2% | -5.7% | +1.7% |
| 6M | +18.2% | +19.9% | -1.8% | +10.0% |
| YTD | +4.7% | +36.4% | -31.7% | -6.8% |
| 1Y | +0.8% | +35.1% | -34.4% | -9.9% |
| 3Y | +35.9% | +29.2% | +6.7% | +22.6% |
| All | +33.8% | +33.2% | +0.6% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling