+1,502.9%
CHRW vs HDB
+3,812.1%
-2,309.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -3.5% | -2.8% | -0.7% | -2.9% |
| 3M | -19.4% | -3.5% | -15.9% | -19.1% |
| 6M | -21.4% | -24.7% | +3.3% | -16.5% |
| YTD | -7.1% | -36.6% | +29.4% | +2.6% |
| 1Y | +17.8% | -34.4% | +52.2% | +28.9% |
| 3Y | +78.8% | -24.4% | +103.2% | +86.6% |
| 5Y | +83.5% | -35.4% | +118.9% | +95.8% |
| 10Y | +160.2% | +39.5% | +120.7% | +117.0% |
| All | +1,502.9% | +3,812.1% | -2,309.2% | +583.6% |
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