-41.6%
CHWY vs FHN
+121.0%
-162.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -13.6% | -1.2% | -12.4% | -13.4% |
| 30D | -8.5% | -4.8% | -3.8% | -7.9% |
| 3M | +8.9% | -0.7% | +9.6% | +9.0% |
| 6M | -20.5% | +10.6% | -31.1% | -21.8% |
| YTD | -38.2% | +4.6% | -42.8% | -38.7% |
| 1Y | -43.3% | +11.4% | -54.6% | -44.4% |
| 3Y | -8.5% | +132.3% | -140.8% | -19.3% |
| 5Y | -72.7% | +90.2% | -162.9% | -75.3% |
| All | -41.6% | +121.0% | -162.6% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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