[R-SIG-Finance] help with chart.Histogram of PerformanceAnalytics ?

[ce]

Dear all,

Sorry for the dump question, my statistics knowledge is limited  My questions is how to interpret chart.Histogram diagram ? What is best to maximize returns and minimize risk of my backtesting ? 
My line is :

chart.Histogram(returns,methods = c("add.normal","add.density","add.centered","add.rug","add.risk","add.qqplot"))

- add.normal :  should be regular bell curve , fat tail,skewed, leptokurtic, mesokurtic, platykurtic ?
- add.density : should be regular bell curve , fat tail,skewed, leptokurtic, mesokurtic, platykurtic ?
- add.risk: Is it better  it be far from peak of the curves or close?    What is the difference between Var and ModVar ? Should they be close to each other, left, right of each other ? 
- add.qqplot: which shape is the best, all look the same to me? 

I had seen also R histogram help and related web site http://zoonek2.free.fr/UNIX/48_R/03.html 

I attach pdf file but if you cant see it there are similar examples on internet :

http://i2.wp.com/2.bp.blogspot.com/-BnYSdT3jHNg/UWbBo4Utd9I/AAAAAAAAAcQ/2bb8iWPXwtE/s1600/daxbhhisto.png
https://tradeblotter.wordpress.com/2013/01/18/visually-comparing-return-distributions/

Thanks for reading
ce
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