+72.8%
HCA vs CHRW
+90.8%
-18.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +5.4% | +3.5% | +1.9% | +5.0% |
| 30D | +3.0% | +4.6% | -1.6% | +2.4% |
| 3M | +13.0% | -19.7% | +32.7% | +15.4% |
| 6M | -20.3% | -12.4% | -7.8% | -19.7% |
| YTD | -8.2% | -3.9% | -4.3% | -9.4% |
| 1Y | +6.7% | +18.4% | -11.7% | +1.6% |
| 3Y | +60.4% | +88.8% | -28.5% | +37.5% |
| All | +72.8% | +90.8% | -18.0% | +48.9% |
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