+127.0%
CHRW vs HDB
+61.5%
+65.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.3% | +2.5% |
| 7D | +0.2% | +13.7% | -13.5% | -1.9% |
| 30D | -9.4% | +15.8% | -25.2% | -11.6% |
| 3M | -13.3% | +9.2% | -22.5% | -14.7% |
| 6M | -24.2% | +3.2% | -27.3% | -24.9% |
| YTD | -18.9% | -29.4% | +10.5% | -14.6% |
| 1Y | -12.4% | -27.9% | +15.6% | -8.1% |
| 3Y | +72.2% | -5.9% | +78.1% | +71.1% |
| 5Y | +53.4% | -23.5% | +76.9% | +56.0% |
| 10Y | +127.0% | +61.3% | +65.6% | +104.4% |
| All | +127.0% | +61.5% | +65.4% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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