+48.6%
CHRW vs FHN
+56.9%
-8.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -7.3% | +0.2% | -7.5% | -7.3% |
| 3M | -14.2% | -9.0% | -5.2% | -12.6% |
| 6M | -25.1% | -6.8% | -18.3% | -24.0% |
| YTD | -21.2% | -1.5% | -19.7% | -20.8% |
| 1Y | -14.2% | +10.9% | -25.1% | -15.4% |
| 3Y | +63.5% | +119.4% | -55.9% | +45.9% |
| All | +48.6% | +56.9% | -8.3% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling