+127.0%
CHRW vs THC
+1,325.8%
-1,198.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.8% |
| 7D | +0.2% | +7.5% | -7.3% | -0.4% |
| 30D | -9.4% | +9.6% | -18.9% | -10.1% |
| 3M | -13.3% | +10.3% | -23.5% | -14.0% |
| 6M | -24.2% | +51.8% | -76.0% | -27.2% |
| YTD | -18.9% | +45.4% | -64.3% | -22.1% |
| 1Y | -12.4% | +40.8% | -53.2% | -15.6% |
| 3Y | +72.2% | +448.8% | -376.6% | +44.6% |
| 5Y | +53.4% | +263.4% | -210.0% | +30.9% |
| 10Y | +127.0% | +1,800.1% | -1,673.1% | +74.2% |
| All | +127.0% | +1,325.8% | -1,198.8% | +74.2% |
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