-4.6%
HD vs CHRW
-10.6%
+6.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.5% |
| 7D | +11.9% | +4.9% | +7.0% | +11.3% |
| 30D | +26.4% | -4.8% | +31.2% | +26.9% |
| 3M | +2.8% | -13.1% | +16.0% | +4.1% |
| 6M | +15.5% | -16.3% | +31.8% | +15.5% |
| YTD | +5.5% | -15.8% | +21.4% | -0.6% |
| 1Y | -4.6% | -11.1% | +6.5% | -13.2% |
| All | -4.6% | -10.6% | +6.0% | -13.2% |
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 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