+128.5%
CHRW vs THC
+1,879.5%
-1,751.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.6% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | -4.3% | +9.0% | -13.3% | -5.0% |
| 3M | -7.4% | +12.9% | -20.3% | -8.4% |
| 6M | -20.7% | +52.8% | -73.5% | -23.9% |
| YTD | -15.9% | +47.4% | -63.3% | -19.3% |
| 1Y | -9.9% | +47.7% | -57.6% | -13.6% |
| 3Y | +79.0% | +444.7% | -365.7% | +50.2% |
| 5Y | +61.3% | +269.3% | -207.9% | +37.4% |
| 10Y | +128.5% | +1,913.5% | -1,785.0% | +73.9% |
| All | +128.5% | +1,879.5% | -1,751.0% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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