+6.1%
HD vs CHRW
+62.5%
-56.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -0.5% | +4.7% | -5.2% | -1.4% |
| 30D | +18.5% | -2.6% | +21.1% | +18.8% |
| 3M | +2.2% | -8.0% | +10.1% | +3.3% |
| 6M | +13.8% | -19.0% | +32.9% | +16.9% |
| YTD | +3.4% | -15.5% | +18.9% | +4.1% |
| 1Y | -3.5% | -10.8% | +7.3% | -4.2% |
| 3Y | +29.0% | +79.8% | -50.8% | +2.7% |
| 5Y | +6.1% | +59.3% | -53.2% | -10.0% |
| All | +6.1% | +62.5% | -56.4% | -10.0% |
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