-18.5%
FN vs CHD
+33.5%
-52.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.4% | -8.7% | -6.2% |
| 7D | +0.3% | +3.6% | -3.4% | +3.1% |
| 30D | -16.5% | +10.4% | -26.9% | -9.2% |
| 3M | -42.1% | +12.2% | -54.3% | -36.1% |
| 6M | -52.9% | +19.9% | -72.8% | -45.2% |
| YTD | -28.0% | +36.4% | -64.4% | -3.3% |
| 1Y | -18.5% | +35.1% | -53.6% | +8.6% |
| All | -18.5% | +33.5% | -52.0% | +8.6% |
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