+59.3%
CHRW vs ALHC
-65.9%
+125.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +0.6% |
| 7D | +4.7% | -0.8% | +5.5% | +4.8% |
| 30D | -2.6% | -9.6% | +7.0% | -2.2% |
| 3M | -8.0% | -44.5% | +36.5% | -5.6% |
| 6M | -19.0% | -59.2% | +40.2% | -16.1% |
| YTD | -15.5% | -62.0% | +46.6% | -12.2% |
| 1Y | -10.8% | -54.8% | +44.0% | -8.2% |
| 3Y | +79.8% | +25.0% | +54.8% | +68.9% |
| 5Y | +59.3% | -65.3% | +124.6% | +61.3% |
| All | +59.3% | -65.9% | +125.2% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling