+72.6%
CHRW vs HBM
+448.1%
-375.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.3% |
| 7D | -3.4% | +2.4% | -5.8% | -3.6% |
| 30D | -9.4% | -16.0% | +6.6% | -8.3% |
| 3M | -12.6% | -21.3% | +8.7% | -11.4% |
| 6M | -24.2% | -12.2% | -11.9% | -24.2% |
| YTD | -18.9% | +10.7% | -29.5% | -20.7% |
| 1Y | -13.7% | +30.3% | -44.0% | -16.8% |
| 3Y | +72.6% | +432.2% | -359.7% | +40.5% |
| All | +72.6% | +448.1% | -375.5% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling