+1,260.7%
CHRW vs HDB
+4,142.9%
-2,882.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.7% |
| 7D | +0.6% | +13.3% | -12.8% | -2.4% |
| 30D | -7.3% | +13.6% | -20.8% | -10.1% |
| 3M | -14.2% | +5.8% | -19.9% | -15.6% |
| 6M | -25.1% | -1.9% | -23.2% | -25.3% |
| YTD | -21.2% | -31.2% | +10.0% | -14.8% |
| 1Y | -14.2% | -29.6% | +15.4% | -7.9% |
| 3Y | +63.5% | -10.1% | +73.6% | +63.5% |
| 5Y | +49.6% | -24.3% | +73.9% | +53.4% |
| 10Y | +129.4% | +59.3% | +70.1% | +84.8% |
| All | +1,260.7% | +4,142.9% | -2,882.2% | +467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling