+5.8%
HD vs CHRW
+49.0%
-43.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | +4.3% | +0.6% | +3.8% | +4.2% |
| 30D | +20.2% | -7.3% | +27.5% | +21.7% |
| 3M | -1.0% | -14.2% | +13.2% | +1.5% |
| 6M | +7.9% | -25.1% | +33.0% | +12.6% |
| YTD | +2.0% | -21.2% | +23.1% | +4.1% |
| 1Y | -4.3% | -14.2% | +9.9% | -4.3% |
| 3Y | +25.9% | +63.5% | -37.6% | +2.6% |
| All | +5.8% | +49.0% | -43.2% | -9.9% |
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