+169.3%
CHRW vs THC
+952.2%
-782.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +1.8% |
| 7D | +1.9% | -2.6% | +4.5% | +2.1% |
| 30D | +0.9% | -1.2% | +2.1% | +1.0% |
| 3M | -19.9% | +58.9% | -78.8% | -23.2% |
| 6M | -15.8% | +9.3% | -25.1% | -16.8% |
| YTD | -5.6% | +30.4% | -35.9% | -8.3% |
| 1Y | +21.0% | +34.6% | -13.6% | +17.1% |
| 3Y | +86.0% | +246.7% | -160.6% | +63.3% |
| 5Y | +88.6% | +244.5% | -155.9% | +62.5% |
| 10Y | +169.3% | +950.1% | -780.8% | +112.6% |
| All | +169.3% | +952.2% | -782.9% | +112.6% |
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