+93.0%
CHRW vs HUBB
+148.7%
-55.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | +4.1% | +1.1% | +3.0% | +3.8% |
| 30D | +1.9% | -9.6% | +11.5% | +4.2% |
| 3M | -21.2% | -6.2% | -15.0% | -20.3% |
| 6M | -16.7% | -6.2% | -10.5% | -16.1% |
| YTD | -5.4% | +3.4% | -8.7% | -7.0% |
| 1Y | +21.2% | +5.3% | +15.9% | +18.2% |
| 3Y | +86.5% | +44.4% | +42.1% | +62.7% |
| 5Y | +93.0% | +152.4% | -59.3% | +37.8% |
| All | +93.0% | +148.7% | -55.6% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling