+21.0%
CHRW vs FHN
+13.8%
+7.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +2.2% |
| 7D | +1.9% | +2.7% | -0.7% | +0.5% |
| 30D | +0.9% | -3.1% | +4.0% | +2.5% |
| 3M | -19.9% | +2.3% | -22.2% | -20.6% |
| 6M | -15.8% | +9.7% | -25.5% | -19.3% |
| YTD | -5.6% | +4.7% | -10.3% | -7.0% |
| 1Y | +21.0% | +13.8% | +7.3% | +15.6% |
| All | +21.0% | +13.8% | +7.2% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling