+36.5%
USB vs CHD
+30.9%
+5.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | +2.4% | +6.9% | -4.6% | +0.8% |
| 30D | +6.6% | +17.1% | -10.5% | +3.0% |
| 3M | -4.1% | +9.1% | -13.2% | -5.9% |
| 6M | +12.5% | +21.4% | -8.9% | +8.0% |
| YTD | +17.6% | +34.9% | -17.2% | +8.5% |
| 1Y | +36.5% | +31.0% | +5.5% | +27.5% |
| All | +36.5% | +30.9% | +5.6% | +27.5% |
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 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