+164.3%
CHRW vs HST
+97.2%
+67.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | -1.0% | -0.4% | -1.2% |
| 30D | -3.5% | -12.3% | +8.8% | -0.3% |
| 3M | -19.4% | -6.4% | -13.0% | -18.1% |
| 6M | -21.4% | +15.0% | -36.4% | -24.2% |
| YTD | -7.1% | +30.5% | -37.6% | -13.1% |
| 1Y | +17.8% | +35.7% | -17.9% | +9.0% |
| 3Y | +78.8% | +68.4% | +10.4% | +55.1% |
| 5Y | +83.5% | +73.1% | +10.4% | +55.8% |
| All | +164.3% | +97.2% | +67.2% | +111.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling