+129.9%
CHRW vs HSY
+128.6%
+1.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +7.3% | -2.1% | +9.4% | +7.7% |
| 30D | -3.6% | +6.1% | -9.7% | -4.9% |
| 3M | -9.6% | -5.6% | -4.0% | -8.7% |
| 6M | -17.0% | -9.5% | -7.5% | -15.6% |
| YTD | -15.4% | -2.1% | -13.3% | -15.7% |
| 1Y | -10.0% | +0.8% | -10.8% | -10.9% |
| 3Y | +82.2% | -2.1% | +84.3% | +78.8% |
| 5Y | +59.4% | +11.2% | +48.1% | +52.0% |
| All | +129.9% | +128.6% | +1.4% | +98.4% |
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