-19.0%
USAR vs CHD
+19.3%
-38.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.6% |
| 7D | -0.8% | +3.6% | -4.4% | +0.3% |
| 30D | -20.9% | +10.4% | -31.3% | -18.3% |
| 3M | -56.2% | +12.2% | -68.3% | -54.5% |
| 6M | -67.9% | +19.9% | -87.8% | -65.9% |
| YTD | -31.4% | +36.4% | -67.8% | -24.5% |
| 1Y | -45.1% | +35.1% | -80.2% | -39.5% |
| 3Y | -20.3% | +29.2% | -49.5% | -17.6% |
| All | -19.0% | +19.3% | -38.3% | -16.2% |
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