+86.8%
CHRW vs THC
+250.3%
-163.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -3.5% | +1.3% | -4.7% | -3.6% |
| 3M | -19.4% | +64.2% | -83.6% | -23.8% |
| 6M | -21.4% | +8.3% | -29.6% | -22.1% |
| YTD | -7.1% | +33.4% | -40.5% | -10.5% |
| 1Y | +17.8% | +37.7% | -19.9% | +12.9% |
| 3Y | +78.8% | +236.8% | -158.0% | +49.6% |
| All | +86.8% | +250.3% | -163.5% | +52.4% |
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