+178.3%
CHRW vs HUBB
+446.9%
-268.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.3% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +4.6% | -10.0% | +14.6% | +7.9% |
| 3M | -19.7% | -1.6% | -18.1% | -19.9% |
| 6M | -12.4% | -3.1% | -9.3% | -12.5% |
| YTD | -3.9% | +4.6% | -8.5% | -6.5% |
| 1Y | +18.4% | +3.3% | +15.0% | +15.3% |
| 3Y | +88.8% | +46.6% | +42.3% | +58.4% |
| 5Y | +93.5% | +158.7% | -65.1% | +28.7% |
| All | +178.3% | +446.9% | -268.6% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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