+4,266.9%
CHRW vs HIG
+506.0%
+3,760.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.3% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -3.5% | -3.2% | -0.2% | -3.0% |
| 3M | -19.4% | +9.1% | -28.5% | -20.5% |
| 6M | -21.4% | -1.8% | -19.6% | -21.2% |
| YTD | -7.1% | +1.8% | -8.9% | -7.4% |
| 1Y | +17.8% | +4.6% | +13.3% | +16.9% |
| 3Y | +78.8% | +101.6% | -22.9% | +59.7% |
| 5Y | +83.5% | +124.5% | -41.0% | +60.5% |
| 10Y | +160.2% | +317.8% | -157.6% | +101.1% |
| All | +4,266.9% | +506.0% | +3,760.9% | +1,963.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling