+89.2%
USB vs CHD
+181.4%
-92.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | +6.8% | +13.5% | -6.7% | +4.4% |
| 3M | -3.8% | +8.1% | -11.9% | -5.2% |
| 6M | +11.7% | +19.9% | -8.1% | +8.1% |
| YTD | +17.5% | +34.0% | -16.5% | +11.3% |
| 1Y | +33.8% | +29.8% | +4.0% | +27.4% |
| 3Y | +104.2% | +28.7% | +75.5% | +92.8% |
| 5Y | +26.4% | +31.8% | -5.4% | +17.0% |
| 10Y | +89.2% | +178.2% | -89.0% | +58.3% |
| All | +89.2% | +181.4% | -92.2% | +58.3% |
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 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