+4,266.9%
CHRW vs HSY
+1,113.7%
+3,153.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -1.4% | -3.3% | +1.9% | -0.6% |
| 30D | -3.5% | -2.8% | -0.6% | -2.8% |
| 3M | -19.4% | -4.5% | -14.9% | -18.7% |
| 6M | -21.4% | -24.2% | +2.8% | -15.8% |
| YTD | -7.1% | -2.7% | -4.4% | -7.2% |
| 1Y | +17.8% | -3.7% | +21.6% | +17.7% |
| 3Y | +78.8% | -11.5% | +90.2% | +79.9% |
| 5Y | +83.5% | +10.3% | +73.2% | +73.0% |
| 10Y | +160.2% | +122.1% | +38.1% | +96.8% |
| All | +4,266.9% | +1,113.7% | +3,153.2% | +2,000.1% |
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