+173.9%
CHRW vs FHN
+126.6%
+47.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +1.9% |
| 7D | +1.9% | +2.7% | -0.7% | +1.4% |
| 30D | +0.9% | -3.1% | +4.0% | +1.5% |
| 3M | -19.9% | +2.3% | -22.2% | -20.2% |
| 6M | -15.8% | +9.7% | -25.5% | -17.3% |
| YTD | -5.6% | +4.7% | -10.3% | -6.4% |
| 1Y | +21.0% | +13.8% | +7.3% | +18.1% |
| 3Y | +86.0% | +131.6% | -45.5% | +57.7% |
| 5Y | +88.6% | +91.1% | -2.5% | +58.8% |
| All | +173.9% | +126.6% | +47.2% | +117.9% |
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