+123.6%
CHRW vs THC
+1,421.6%
-1,298.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | +0.6% | +3.7% | -3.1% | +0.3% |
| 30D | -7.3% | +9.0% | -16.3% | -8.0% |
| 3M | -14.2% | +10.4% | -24.6% | -14.9% |
| 6M | -25.1% | +45.7% | -70.7% | -27.7% |
| YTD | -21.2% | +42.6% | -63.7% | -24.1% |
| 1Y | -14.2% | +38.8% | -52.9% | -17.2% |
| 3Y | +63.5% | +418.8% | -355.3% | +38.8% |
| 5Y | +49.6% | +275.7% | -226.1% | +28.1% |
| All | +123.6% | +1,421.6% | -1,298.0% | +73.1% |
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