+122.0%
HCA vs CHRW
+80.1%
+41.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.8% | +7.3% | -6.5% | +0.7% |
| 30D | +6.1% | -3.6% | +9.7% | +6.1% |
| 3M | +21.4% | -9.6% | +31.0% | +21.5% |
| 6M | +17.2% | -17.0% | +34.2% | +17.1% |
| YTD | +7.5% | -15.4% | +22.9% | +7.0% |
| 1Y | +6.2% | -10.0% | +16.2% | +5.3% |
| 3Y | +122.0% | +82.2% | +39.9% | +105.8% |
| All | +122.0% | +80.1% | +41.9% | +105.8% |
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