+129.8%
CHRW vs HDB
+62.8%
+67.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +4.7% | +4.1% | +0.6% | +4.1% |
| 30D | -2.6% | +13.0% | -15.6% | -4.6% |
| 3M | -8.0% | +11.3% | -19.2% | -9.8% |
| 6M | -19.0% | +6.9% | -26.0% | -20.3% |
| YTD | -15.5% | -29.6% | +14.2% | -11.0% |
| 1Y | -10.8% | -29.5% | +18.7% | -6.1% |
| 3Y | +79.8% | -8.1% | +87.9% | +79.4% |
| 5Y | +59.3% | -23.4% | +82.7% | +61.9% |
| All | +129.8% | +62.8% | +67.1% | +104.6% |
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