+86.0%
CHRW vs HBM
+522.1%
-436.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | +1.2% |
| 7D | +1.9% | +7.4% | -5.4% | +1.4% |
| 30D | +0.9% | +5.1% | -4.1% | +0.4% |
| 3M | -19.9% | +11.1% | -31.0% | -20.8% |
| 6M | -15.8% | +30.2% | -46.0% | -18.4% |
| YTD | -5.6% | +46.2% | -51.8% | -9.5% |
| 1Y | +21.0% | +120.0% | -99.0% | +11.8% |
| 3Y | +86.0% | +527.4% | -441.4% | +48.9% |
| All | +86.0% | +522.1% | -436.0% | +48.9% |
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 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