+59.3%
CHRW vs THC
+258.8%
-199.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -2.6% | +7.5% | -10.1% | -3.3% |
| 3M | -8.0% | +7.5% | -15.5% | -8.7% |
| 6M | -19.0% | +46.4% | -65.5% | -22.5% |
| YTD | -15.5% | +44.4% | -59.8% | -19.3% |
| 1Y | -10.8% | +43.4% | -54.3% | -14.9% |
| 3Y | +79.8% | +433.3% | -353.5% | +40.1% |
| 5Y | +59.3% | +262.5% | -203.2% | +29.5% |
| All | +59.3% | +258.8% | -199.5% | +29.5% |
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