+57.5%
CHRW vs HIG
+110.6%
-53.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +7.3% | +2.6% | +4.7% | +6.4% |
| 30D | -3.6% | +4.2% | -7.8% | -4.8% |
| 3M | -9.6% | +0.2% | -9.8% | -9.7% |
| 6M | -17.0% | +4.6% | -21.6% | -18.1% |
| YTD | -15.4% | +1.1% | -16.5% | -15.8% |
| 1Y | -10.0% | +4.7% | -14.7% | -11.3% |
| 3Y | +82.2% | +95.5% | -13.3% | +48.0% |
| All | +57.5% | +110.6% | -53.2% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 5y: compounded portfolio wealth divided by compounded HIG 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…
5y analysis · Full analysis span regression · 6 months rolling