+57.5%
CHRW vs HST
+82.3%
-24.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +7.3% | +3.6% | +3.7% | +6.1% |
| 30D | -3.6% | +11.2% | -14.8% | -6.7% |
| 3M | -9.6% | +13.1% | -22.7% | -13.1% |
| 6M | -17.0% | +23.9% | -40.9% | -22.5% |
| YTD | -15.4% | +52.3% | -67.7% | -25.5% |
| 1Y | -10.0% | +56.7% | -66.7% | -21.4% |
| 3Y | +82.2% | +87.5% | -5.4% | +48.1% |
| All | +57.5% | +82.3% | -24.8% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling