+48.6%
CHRW vs THC
+274.4%
-225.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | +0.6% | +3.7% | -3.1% | +0.2% |
| 30D | -7.3% | +9.0% | -16.3% | -8.1% |
| 3M | -14.2% | +10.4% | -24.6% | -15.1% |
| 6M | -25.1% | +45.7% | -70.7% | -28.3% |
| YTD | -21.2% | +42.6% | -63.7% | -24.6% |
| 1Y | -14.2% | +38.8% | -52.9% | -17.8% |
| 3Y | +63.5% | +418.8% | -355.3% | +28.1% |
| All | +48.6% | +274.4% | -225.8% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling