-17.0%
HAL vs CHRW
+127.5%
-144.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.3% | +2.1% |
| 7D | -0.2% | -0.1% | -0.2% | -0.2% |
| 30D | +1.0% | -4.3% | +5.3% | +2.0% |
| 3M | -2.1% | -7.4% | +5.3% | -0.9% |
| 6M | -17.5% | -20.7% | +3.2% | -13.1% |
| YTD | +18.1% | -15.9% | +34.0% | +18.5% |
| 1Y | +19.7% | -9.9% | +29.6% | +16.3% |
| 3Y | -7.9% | +79.0% | -86.9% | -39.0% |
| 5Y | +53.1% | +61.3% | -8.3% | +2.3% |
| All | -17.0% | +127.5% | -144.5% | -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