+129.9%
CHRW vs HBM
+281.1%
-151.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +7.3% | +2.2% | +5.0% | +7.0% |
| 30D | -3.6% | -11.8% | +8.2% | -2.5% |
| 3M | -9.6% | -19.2% | +9.6% | -8.0% |
| 6M | -17.0% | -22.9% | +5.9% | -15.7% |
| YTD | -15.4% | +7.8% | -23.2% | -17.7% |
| 1Y | -10.0% | +34.9% | -44.9% | -14.5% |
| 3Y | +82.2% | +422.2% | -340.0% | +45.3% |
| 5Y | +59.4% | +192.8% | -133.5% | +30.8% |
| All | +129.9% | +281.1% | -151.2% | +69.6% |
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