+205.0%
HD vs CHRW
+168.2%
+36.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | -1.2% | +1.9% | -3.1% | -1.7% |
| 30D | -11.1% | +0.9% | -12.1% | -11.5% |
| 3M | +2.0% | -19.9% | +21.9% | +7.2% |
| 6M | -10.5% | -15.8% | +5.3% | -7.6% |
| YTD | -6.9% | -5.6% | -1.3% | -8.0% |
| 1Y | -23.2% | +21.0% | -44.2% | -30.2% |
| 3Y | +3.1% | +86.0% | -83.0% | -21.3% |
| 5Y | +7.4% | +88.6% | -81.2% | -20.2% |
| 10Y | +205.0% | +169.3% | +35.7% | +85.7% |
| All | +205.0% | +168.2% | +36.8% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling