+289.3%
FN vs CHD
+23.9%
+265.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | -1.7% | -2.7% | +1.0% | -2.1% |
| 30D | -22.0% | -4.6% | -17.4% | -22.4% |
| 3M | -43.0% | +5.0% | -48.0% | -42.5% |
| 6M | -27.7% | -3.2% | -24.5% | -27.5% |
| YTD | -10.5% | +18.6% | -29.2% | -8.9% |
| 1Y | +12.5% | +4.8% | +7.7% | +14.3% |
| 3Y | +153.8% | +6.1% | +147.7% | +151.1% |
| All | +289.3% | +23.9% | +265.4% | +281.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling