+36.0%
HBAN vs CHRW
+94.0%
-58.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -1.9% | +4.4% | -6.3% | -3.0% |
| 30D | -5.9% | +5.5% | -11.4% | -7.2% |
| 3M | +0.2% | -17.3% | +17.5% | +4.3% |
| 6M | +6.6% | -12.7% | +19.3% | +8.9% |
| YTD | -1.7% | -4.1% | +2.4% | -2.6% |
| 1Y | -1.7% | +21.2% | -22.9% | -9.4% |
| 3Y | +74.9% | +88.9% | -14.0% | +39.2% |
| 5Y | +36.0% | +93.1% | -57.1% | +8.2% |
| All | +36.0% | +94.0% | -58.0% | +8.2% |
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