+82.1%
CHRW vs THC
+425.2%
-343.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -2.6% | +7.5% | -10.1% | -2.8% |
| 3M | -8.0% | +7.5% | -15.5% | -8.3% |
| 6M | -19.0% | +46.4% | -65.5% | -20.5% |
| YTD | -15.5% | +44.4% | -59.8% | -17.2% |
| 1Y | -10.8% | +43.4% | -54.3% | -12.6% |
| All | +82.1% | +425.2% | -343.1% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling