-13.7%
CHRW vs ALHC
-52.7%
+39.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.3% |
| 7D | -3.4% | +3.8% | -7.2% | -3.5% |
| 30D | -9.4% | +1.7% | -11.0% | -9.5% |
| 3M | -12.6% | -44.3% | +31.7% | -9.6% |
| 6M | -24.2% | -57.2% | +33.1% | -20.8% |
| YTD | -18.9% | -61.2% | +42.3% | -15.3% |
| 1Y | -13.7% | -53.2% | +39.5% | -14.6% |
| All | -13.7% | -52.7% | +39.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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