+93.0%
CHRW vs HIG
+117.6%
-24.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | 0.0% |
| 7D | +4.1% | -0.5% | +4.5% | +4.2% |
| 30D | +1.9% | -2.8% | +4.7% | +2.7% |
| 3M | -21.2% | +6.3% | -27.5% | -22.5% |
| 6M | -16.7% | -0.1% | -16.6% | -16.6% |
| YTD | -5.4% | +0.4% | -5.8% | -5.6% |
| 1Y | +21.2% | +6.2% | +14.9% | +18.9% |
| 3Y | +86.5% | +101.6% | -15.2% | +50.2% |
| 5Y | +93.0% | +119.8% | -26.8% | +47.0% |
| All | +93.0% | +117.6% | -24.6% | +47.0% |
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