-19.1%
HAL vs CHRW
+131.6%
-150.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.9% |
| 7D | -7.9% | +0.2% | -8.1% | -8.0% |
| 30D | -2.1% | -9.4% | +7.3% | +0.8% |
| 3M | +0.4% | -13.3% | +13.7% | +4.1% |
| 6M | -19.2% | -24.2% | +4.9% | -13.6% |
| YTD | +14.4% | -18.9% | +33.2% | +16.2% |
| 1Y | +18.0% | -12.4% | +30.3% | +15.7% |
| 3Y | -9.7% | +72.2% | -81.9% | -39.3% |
| 5Y | +40.1% | +53.4% | -13.2% | -4.2% |
| 10Y | -19.1% | +127.0% | -146.1% | -52.3% |
| All | -19.1% | +131.6% | -150.7% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling