+4,266.9%
CHRW vs THC
+225.4%
+4,041.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.2% |
| 6M | -21.4% | +8.3% | -29.6% | -22.6% |
| YTD | -7.1% | +33.4% | -40.5% | -11.0% |
| 1Y | +17.8% | +37.7% | -19.9% | +12.3% |
| 3Y | +78.8% | +236.8% | -158.0% | +51.2% |
| 5Y | +83.5% | +249.3% | -165.7% | +50.8% |
| 10Y | +160.2% | +995.2% | -835.0% | +67.8% |
| All | +4,266.9% | +225.4% | +4,041.5% | +2,277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling