+91.7%
USB vs CHD
+182.8%
-91.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | 0.0% | +2.0% | -2.0% | -0.3% |
| 30D | +5.8% | +13.0% | -7.2% | +3.6% |
| 3M | -6.0% | +6.1% | -12.1% | -7.0% |
| 6M | +7.8% | +15.9% | -8.1% | +4.9% |
| YTD | +14.6% | +31.6% | -17.0% | +8.9% |
| 1Y | +31.8% | +28.5% | +3.3% | +25.8% |
| 3Y | +91.5% | +30.5% | +61.1% | +80.3% |
| 5Y | +22.0% | +30.7% | -8.7% | +13.1% |
| All | +91.7% | +182.8% | -91.1% | +62.8% |
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