-72.2%
CHWY vs FHN
+88.4%
-160.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -13.6% | -1.2% | -12.4% | -13.3% |
| 30D | -8.5% | -4.8% | -3.8% | -7.4% |
| 3M | +8.9% | -0.7% | +9.6% | +9.0% |
| 6M | -20.5% | +10.6% | -31.1% | -22.7% |
| YTD | -38.2% | +4.6% | -42.8% | -39.1% |
| 1Y | -43.3% | +11.4% | -54.6% | -45.3% |
| 3Y | -8.5% | +132.3% | -140.8% | -27.8% |
| All | -72.2% | +88.4% | -160.7% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling