+4,266.9%
CHRW vs HST
+237.3%
+4,029.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | -3.5% | -12.3% | +8.8% | 0.0% |
| 3M | -19.4% | -6.4% | -13.0% | -18.0% |
| 6M | -21.4% | +15.0% | -36.4% | -24.5% |
| YTD | -7.1% | +30.5% | -37.6% | -13.8% |
| 1Y | +17.8% | +35.7% | -17.9% | +7.9% |
| 3Y | +78.8% | +68.4% | +10.4% | +52.4% |
| 5Y | +83.5% | +73.1% | +10.4% | +51.6% |
| 10Y | +160.2% | +92.7% | +67.5% | +92.9% |
| All | +4,266.9% | +237.3% | +4,029.6% | +2,033.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling