+17.3%
CHRW vs HST
+38.1%
-20.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.5% |
| 7D | -1.8% | -1.0% | -0.8% | -1.4% |
| 30D | -3.9% | -12.3% | +8.4% | +1.5% |
| 3M | -19.7% | -6.4% | -13.4% | -17.5% |
| 6M | -21.7% | +15.0% | -36.7% | -26.5% |
| YTD | -7.5% | +30.5% | -38.0% | -14.0% |
| 1Y | +17.3% | +35.7% | -18.4% | +14.8% |
| All | +17.3% | +38.1% | -20.8% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling