+3,152.5%
HD vs CHRW
+3,527.3%
-374.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.1% |
| 7D | +4.3% | +0.6% | +3.8% | +4.1% |
| 30D | +20.2% | -7.3% | +27.5% | +22.6% |
| 3M | -1.0% | -14.2% | +13.2% | +2.8% |
| 6M | +7.9% | -25.1% | +33.0% | +15.4% |
| YTD | +2.0% | -21.2% | +23.1% | +6.0% |
| 1Y | -4.3% | -14.2% | +9.9% | -3.3% |
| 3Y | +25.9% | +63.5% | -37.6% | -0.7% |
| 5Y | +5.8% | +49.6% | -43.8% | -15.5% |
| 10Y | +262.5% | +129.4% | +133.2% | +144.0% |
| All | +3,152.5% | +3,527.3% | -374.8% | +818.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling