+129.9%
CHRW vs FHN
+81.8%
+48.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | +7.3% | +2.1% | +5.2% | +6.8% |
| 30D | -3.6% | +3.8% | -7.4% | -4.3% |
| 3M | -9.6% | -8.9% | -0.6% | -7.9% |
| 6M | -17.0% | +1.8% | -18.8% | -17.2% |
| YTD | -15.4% | +0.6% | -16.0% | -15.4% |
| 1Y | -10.0% | +12.9% | -22.9% | -11.9% |
| 3Y | +82.2% | +126.4% | -44.2% | +55.6% |
| 5Y | +59.4% | +62.3% | -2.9% | +39.0% |
| All | +129.9% | +81.8% | +48.1% | +93.8% |
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