+12.5%
FN vs CHD
+7.1%
+5.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | -1.7% | -2.7% | +1.0% | -3.2% |
| 30D | -22.0% | -4.6% | -17.4% | -23.5% |
| 3M | -43.0% | +5.0% | -48.0% | -40.9% |
| 6M | -27.7% | -3.2% | -24.5% | -27.4% |
| YTD | -10.5% | +18.6% | -29.2% | +0.1% |
| 1Y | +12.5% | +4.8% | +7.7% | +19.6% |
| All | +12.5% | +7.1% | +5.4% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling