+48.6%
CHRW vs HST
+71.5%
-22.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.6% | -2.7% | +3.3% | +1.5% |
| 30D | -7.3% | +10.7% | -18.0% | -10.2% |
| 3M | -14.2% | +6.3% | -20.4% | -15.8% |
| 6M | -25.1% | +19.0% | -44.1% | -29.1% |
| YTD | -21.2% | +47.0% | -68.2% | -29.8% |
| 1Y | -14.2% | +53.4% | -67.6% | -24.6% |
| 3Y | +63.5% | +78.0% | -14.5% | +35.0% |
| All | +48.6% | +71.5% | -22.9% | +25.6% |
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 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