+3,607.0%
CHRW vs FHN
+86.8%
+3,520.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 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% | -12.2% |
| 6M | -25.1% | -6.8% | -18.3% | -23.8% |
| YTD | -21.2% | -1.5% | -19.7% | -20.8% |
| 1Y | -14.2% | +10.9% | -25.1% | -16.2% |
| 3Y | +63.5% | +119.4% | -55.9% | +33.7% |
| 5Y | +49.6% | +57.5% | -7.9% | +25.6% |
| 10Y | +129.4% | +114.1% | +15.3% | +64.2% |
| All | +3,607.0% | +86.8% | +3,520.2% | +1,866.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling