+1.2%
HAL vs CHRW
+168.2%
-167.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +0.5% | +1.9% | -1.5% | -0.3% |
| 30D | +15.9% | +0.9% | +15.0% | +15.3% |
| 3M | -8.7% | -19.9% | +11.2% | -2.4% |
| 6M | +9.0% | -15.8% | +24.8% | +13.1% |
| YTD | +32.0% | -5.6% | +37.6% | +28.7% |
| 1Y | +72.5% | +21.0% | +51.4% | +47.8% |
| 3Y | -4.5% | +86.0% | -90.6% | -36.2% |
| 5Y | +109.7% | +88.6% | +21.0% | +32.4% |
| 10Y | +1.2% | +169.3% | -168.1% | -48.3% |
| All | +1.2% | +168.2% | -167.0% | -48.3% |
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