+131.3%
CHRW vs USHY
+50.7%
+80.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +0.9% | 0.0% | +1.0% | +1.0% |
| 3M | -19.9% | +1.2% | -21.0% | -20.9% |
| 6M | -15.8% | +2.6% | -18.4% | -18.1% |
| YTD | -5.6% | +2.4% | -8.0% | -7.9% |
| 1Y | +21.0% | +4.2% | +16.8% | +15.9% |
| 3Y | +86.0% | +28.0% | +58.0% | +44.9% |
| 5Y | +88.6% | +21.8% | +66.8% | +53.7% |
| All | +131.3% | +50.7% | +80.6% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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