+88.6%
CHRW vs HSY
+13.1%
+75.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.9% | -1.6% | +3.5% | +2.2% |
| 30D | +0.9% | -4.2% | +5.2% | +1.7% |
| 3M | -19.9% | -0.7% | -19.2% | -19.8% |
| 6M | -15.8% | -21.8% | +6.0% | -11.5% |
| YTD | -5.6% | -2.7% | -2.9% | -5.6% |
| 1Y | +21.0% | -4.8% | +25.9% | +21.5% |
| 3Y | +86.0% | -9.4% | +95.4% | +88.7% |
| 5Y | +88.6% | +11.3% | +77.4% | +83.2% |
| All | +88.6% | +13.1% | +75.5% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling