+128.7%
CHRW vs FHN
+81.8%
+46.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | -4.3% | +2.0% | -6.3% | -4.6% |
| 3M | -7.4% | -6.8% | -0.6% | -6.1% |
| 6M | -20.7% | -0.8% | -19.9% | -20.5% |
| YTD | -15.9% | +0.6% | -16.4% | -15.8% |
| 1Y | -9.9% | +11.5% | -21.4% | -11.6% |
| 3Y | +79.0% | +130.0% | -51.0% | +52.4% |
| 5Y | +61.3% | +60.8% | +0.5% | +41.0% |
| All | +128.7% | +81.8% | +46.9% | +92.8% |
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