+128.5%
CHRW vs HBM
+274.8%
-146.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.1% | -1.3% | +1.2% | 0.0% |
| 30D | -4.3% | -14.8% | +10.5% | -2.9% |
| 3M | -7.4% | -20.7% | +13.3% | -5.6% |
| 6M | -20.7% | -13.9% | -6.8% | -20.4% |
| YTD | -15.9% | +10.6% | -26.5% | -18.3% |
| 1Y | -9.9% | +32.4% | -42.2% | -14.3% |
| 3Y | +79.0% | +432.0% | -353.0% | +42.5% |
| 5Y | +61.3% | +205.5% | -144.1% | +31.9% |
| 10Y | +128.5% | +291.1% | -162.6% | +68.2% |
| All | +128.5% | +274.8% | -146.3% | +68.2% |
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