+83.9%
HAL vs CHRW
+3,527.3%
-3,443.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +0.6% |
| 7D | -12.0% | +0.6% | -12.5% | -12.3% |
| 30D | +0.3% | -7.3% | +7.6% | +2.3% |
| 3M | -1.6% | -14.2% | +12.6% | +2.4% |
| 6M | -20.5% | -25.1% | +4.6% | -14.6% |
| YTD | +14.2% | -21.2% | +35.4% | +18.4% |
| 1Y | +18.9% | -14.2% | +33.0% | +19.2% |
| 3Y | -13.7% | +63.5% | -77.2% | -34.8% |
| 5Y | +42.2% | +49.6% | -7.4% | +8.9% |
| 10Y | -16.7% | +129.4% | -146.1% | -45.6% |
| All | +83.9% | +3,527.3% | -3,443.4% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling