+155.3%
HBAN vs CHRW
+183.1%
-27.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -1.0% | +3.5% | -4.5% | -2.2% |
| 30D | -5.6% | +4.6% | -10.2% | -7.2% |
| 3M | -1.1% | -19.7% | +18.6% | +5.4% |
| 6M | +9.9% | -12.4% | +22.3% | +12.8% |
| YTD | -0.9% | -3.9% | +3.0% | -2.5% |
| 1Y | -1.4% | +18.4% | -19.8% | -11.3% |
| 3Y | +78.2% | +88.8% | -10.6% | +28.5% |
| 5Y | +37.0% | +93.5% | -56.5% | -6.3% |
| All | +155.3% | +183.1% | -27.8% | +39.9% |
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