-54.4%
FPS vs CHD
+16.8%
-71.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.8% | +8.8% | +4.4% |
| 7D | -24.5% | +2.0% | -26.5% | -21.7% |
| 30D | -52.1% | +13.0% | -65.1% | -43.4% |
| 3M | -48.4% | +6.1% | -54.5% | -43.3% |
| 6M | -54.4% | +15.9% | -70.2% | -41.9% |
| All | -54.4% | +16.8% | -71.1% | -41.9% |
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