+174.5%
CHRW vs HSY
+124.3%
+50.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.4% |
| 7D | +4.1% | -3.0% | +7.0% | +4.7% |
| 30D | +1.9% | -5.0% | +6.9% | +3.0% |
| 3M | -21.2% | -1.3% | -19.9% | -21.1% |
| 6M | -16.7% | -21.5% | +4.8% | -12.5% |
| YTD | -5.4% | -3.3% | -2.1% | -5.3% |
| 1Y | +21.2% | -5.5% | +26.7% | +21.7% |
| 3Y | +86.5% | -9.9% | +96.4% | +87.3% |
| 5Y | +93.0% | +11.3% | +81.7% | +84.7% |
| 10Y | +174.5% | +128.1% | +46.4% | +140.0% |
| All | +174.5% | +124.3% | +50.2% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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