+1,421.9%
VSH vs CHD
+11,601.1%
-10,179.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.6% |
| 7D | +26.2% | +0.4% | +25.8% | +26.1% |
| 30D | -12.5% | +11.6% | -24.1% | -15.3% |
| 3M | -16.9% | +10.7% | -27.6% | -19.5% |
| 6M | -17.0% | +20.2% | -37.2% | -22.0% |
| YTD | +93.8% | +34.5% | +59.3% | +75.8% |
| 1Y | +99.3% | +32.6% | +66.8% | +81.5% |
| 3Y | +35.0% | +29.1% | +5.9% | +21.7% |
| 5Y | +45.8% | +31.5% | +14.3% | +28.8% |
| 10Y | +127.1% | +190.9% | -63.8% | +52.6% |
| All | +1,421.9% | +11,601.1% | -10,179.3% | +392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling