+75.8%
HBAN vs CHRW
+85.4%
-9.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.5% | +4.1% | -5.5% | -2.4% |
| 30D | -5.5% | +1.9% | -7.4% | -6.0% |
| 3M | -0.2% | -21.2% | +20.9% | +4.6% |
| 6M | +5.2% | -16.7% | +21.8% | +8.3% |
| YTD | -2.3% | -5.4% | +3.1% | -2.7% |
| 1Y | -2.2% | +21.2% | -23.4% | -8.7% |
| All | +75.8% | +85.4% | -9.6% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling