+127.0%
CHRW vs FHN
+106.3%
+20.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.5% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -9.4% | +1.9% | -11.3% | -9.7% |
| 3M | -13.3% | -6.9% | -6.3% | -12.0% |
| 6M | -24.2% | -3.1% | -21.1% | -23.6% |
| YTD | -18.9% | +0.6% | -19.4% | -18.8% |
| 1Y | -12.4% | +12.4% | -24.7% | -14.1% |
| 3Y | +72.2% | +133.7% | -61.5% | +46.2% |
| 5Y | +53.4% | +61.4% | -8.0% | +33.9% |
| 10Y | +127.0% | +97.9% | +29.1% | +84.9% |
| All | +127.0% | +106.3% | +20.7% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling