-55.6%
FN vs CHD
+20.5%
-76.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.6% | -13.6% | -15.0% |
| 7D | -16.0% | +5.0% | -21.0% | -10.8% |
| 30D | -40.1% | +15.3% | -55.4% | -29.7% |
| 3M | -43.9% | +7.7% | -51.6% | -38.0% |
| 6M | -55.6% | +19.8% | -75.4% | -45.5% |
| All | -55.6% | +20.5% | -76.1% | -45.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling