+105.3%
HAL vs CHRW
+83.1%
+22.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +2.9% | -1.4% | +4.3% | +3.2% |
| 30D | +17.0% | -3.5% | +20.5% | +17.8% |
| 3M | -9.7% | -19.4% | +9.7% | -5.8% |
| 6M | +8.6% | -21.4% | +30.0% | +13.4% |
| YTD | +33.0% | -7.1% | +40.1% | +31.2% |
| 1Y | +68.3% | +17.8% | +50.5% | +52.7% |
| 3Y | +0.1% | +78.8% | -78.7% | -22.4% |
| All | +105.3% | +83.1% | +22.2% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling