+4,266.9%
CHRW vs FHN
+100.8%
+4,166.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.4% | +1.2% | -2.6% | -1.7% |
| 30D | -3.5% | -4.7% | +1.2% | -2.4% |
| 3M | -19.4% | +3.5% | -22.9% | -20.0% |
| 6M | -21.4% | +7.8% | -29.2% | -22.7% |
| YTD | -7.1% | +5.9% | -13.0% | -8.3% |
| 1Y | +17.8% | +12.5% | +5.3% | +14.4% |
| 3Y | +78.8% | +117.2% | -38.4% | +46.0% |
| 5Y | +83.5% | +86.5% | -3.0% | +47.6% |
| 10Y | +160.2% | +125.7% | +34.5% | +83.9% |
| All | +4,266.9% | +100.8% | +4,166.1% | +2,176.4% |
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 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