+73.1%
HBAN vs CHRW
+4,173.0%
-4,099.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +0.7% | -1.4% | +2.1% | +1.2% |
| 30D | -3.2% | -3.5% | +0.2% | -2.0% |
| 3M | +4.0% | -19.4% | +23.4% | +11.8% |
| 6M | +3.1% | -21.4% | +24.5% | +11.3% |
| YTD | 0.0% | -7.1% | +7.2% | -0.2% |
| 1Y | -1.2% | +17.8% | -19.0% | -12.1% |
| 3Y | +72.5% | +78.8% | -6.3% | +23.4% |
| 5Y | +39.3% | +83.5% | -44.2% | -4.7% |
| 10Y | +157.3% | +160.2% | -2.9% | +45.9% |
| All | +73.1% | +4,173.0% | -4,099.8% | -53.4% |
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 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