+19.9%
HBAN vs CHRW
+58.8%
-38.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.3% | +7.3% | -5.0% | +0.5% |
| 30D | +4.8% | -3.6% | +8.3% | +5.4% |
| 3M | -10.1% | -9.6% | -0.5% | -8.4% |
| 6M | +5.0% | -17.0% | +22.0% | +8.0% |
| YTD | -6.1% | -15.4% | +9.3% | -4.6% |
| 1Y | +4.6% | -10.0% | +14.6% | +4.4% |
| 3Y | +74.9% | +82.2% | -7.2% | +38.9% |
| All | +19.9% | +58.8% | -38.9% | +1.4% |
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