+3,856.4%
CHRW vs HSY
+1,136.7%
+2,719.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.3% |
| 7D | -0.1% | +1.1% | -1.2% | -0.4% |
| 30D | -4.3% | +7.7% | -12.0% | -6.3% |
| 3M | -7.4% | -2.3% | -5.1% | -7.1% |
| 6M | -20.7% | -5.3% | -15.4% | -20.1% |
| YTD | -15.9% | -0.9% | -15.0% | -16.6% |
| 1Y | -9.9% | +5.2% | -15.1% | -12.1% |
| 3Y | +79.0% | +0.7% | +78.2% | +73.5% |
| 5Y | +61.3% | +12.2% | +49.1% | +51.2% |
| 10Y | +128.5% | +131.1% | -2.6% | +70.8% |
| All | +3,856.4% | +1,136.7% | +2,719.7% | +1,789.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling