+122.7%
CHRW vs THC
+1,758.3%
-1,635.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -3.4% | +8.8% | -12.2% | -4.1% |
| 30D | -9.4% | +10.0% | -19.4% | -10.1% |
| 3M | -12.6% | +11.7% | -24.3% | -13.5% |
| 6M | -24.2% | +52.5% | -76.6% | -27.2% |
| YTD | -18.9% | +46.1% | -64.9% | -22.1% |
| 1Y | -13.7% | +49.1% | -62.8% | -17.3% |
| 3Y | +72.6% | +439.6% | -367.1% | +45.0% |
| 5Y | +55.6% | +263.2% | -207.6% | +32.7% |
| 10Y | +122.7% | +1,900.5% | -1,777.7% | +69.6% |
| All | +122.7% | +1,758.3% | -1,635.6% | +69.6% |
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