+364.4%
CHRW vs HBM
+613.3%
-248.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.4% | -6.4% | +4.9% | -0.7% |
| 30D | -3.5% | +5.9% | -9.4% | -4.2% |
| 3M | -19.4% | -8.9% | -10.5% | -19.1% |
| 6M | -21.4% | +10.7% | -32.0% | -23.2% |
| YTD | -7.1% | +38.3% | -45.4% | -11.8% |
| 1Y | +17.8% | +121.3% | -103.5% | +5.8% |
| 3Y | +78.8% | +450.6% | -371.8% | +41.5% |
| 5Y | +83.5% | +338.0% | -254.5% | +44.4% |
| 10Y | +160.2% | +578.6% | -418.4% | +76.5% |
| All | +364.4% | +613.3% | -248.9% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling