+88.6%
CHRW vs HBM
+369.9%
-281.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | +1.1% |
| 7D | +1.9% | +7.4% | -5.4% | +1.2% |
| 30D | +0.9% | +5.1% | -4.1% | +0.2% |
| 3M | -19.9% | +11.1% | -31.0% | -21.2% |
| 6M | -15.8% | +30.2% | -46.0% | -19.3% |
| YTD | -5.6% | +46.2% | -51.8% | -11.1% |
| 1Y | +21.0% | +120.0% | -99.0% | +8.1% |
| 3Y | +86.0% | +527.4% | -441.4% | +39.8% |
| 5Y | +88.6% | +400.4% | -311.8% | +36.9% |
| All | +88.6% | +369.9% | -281.2% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling