-22.0%
FND vs CHD
+33.5%
-55.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -3.3% |
| 7D | -6.8% | +3.6% | -10.5% | -9.3% |
| 30D | +8.0% | +10.4% | -2.4% | +0.7% |
| 3M | -18.9% | +12.2% | -31.1% | -25.2% |
| 6M | +4.7% | +19.9% | -15.2% | -7.0% |
| YTD | -21.6% | +36.4% | -58.0% | -33.7% |
| 1Y | -22.0% | +35.1% | -57.1% | -34.0% |
| All | -22.0% | +33.5% | -55.5% | -34.0% |
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