+174.5%
CHRW vs HBM
+625.8%
-451.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | +4.1% | +5.5% | -1.5% | +3.5% |
| 30D | +1.9% | +3.3% | -1.4% | +1.4% |
| 3M | -21.2% | +12.7% | -33.8% | -22.5% |
| 6M | -16.7% | +28.2% | -44.9% | -19.8% |
| YTD | -5.4% | +45.3% | -50.7% | -10.4% |
| 1Y | +21.2% | +121.7% | -100.5% | +9.2% |
| 3Y | +86.5% | +523.5% | -437.1% | +46.2% |
| 5Y | +93.0% | +393.9% | -300.9% | +50.4% |
| 10Y | +174.5% | +647.9% | -473.4% | +82.9% |
| All | +174.5% | +625.8% | -451.3% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling