+6.7%
HCA vs CHRW
+21.9%
-15.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.4% |
| 7D | +5.4% | +3.5% | +1.9% | +5.4% |
| 30D | +3.0% | +4.6% | -1.6% | +3.0% |
| 3M | +13.0% | -19.7% | +32.7% | +12.9% |
| 6M | -20.3% | -12.4% | -7.8% | -20.5% |
| YTD | -8.2% | -3.9% | -4.3% | -9.0% |
| 1Y | +6.7% | +18.4% | -11.7% | +4.5% |
| All | +6.7% | +21.9% | -15.2% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling