-14.2%
CHRW vs THC
+35.6%
-49.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.4% |
| 7D | +0.6% | +3.7% | -3.1% | +0.9% |
| 30D | -7.3% | +9.0% | -16.3% | -6.6% |
| 3M | -14.2% | +10.4% | -24.6% | -13.5% |
| 6M | -25.1% | +45.7% | -70.7% | -23.0% |
| YTD | -21.2% | +42.6% | -63.7% | -18.8% |
| 1Y | -14.2% | +38.8% | -52.9% | -11.3% |
| All | -14.2% | +35.6% | -49.8% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling