-19.9%
USAR vs CHD
+17.7%
-37.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +8.8% | +0.4% | +8.4% | +8.9% |
| 30D | -28.5% | +11.6% | -40.0% | -25.9% |
| 3M | -56.2% | +10.7% | -66.9% | -54.7% |
| 6M | -68.4% | +20.2% | -88.7% | -66.5% |
| YTD | -32.2% | +34.5% | -66.7% | -25.7% |
| 1Y | -52.3% | +32.6% | -84.9% | -47.8% |
| 3Y | -21.2% | +29.1% | -50.3% | -18.9% |
| All | -19.9% | +17.7% | -37.5% | -17.5% |
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