+2,940.1%
HD vs CHRW
+4,173.0%
-1,232.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.6% |
| 7D | -2.1% | -1.4% | -0.6% | -1.6% |
| 30D | -8.4% | -3.5% | -5.0% | -7.6% |
| 3M | +4.3% | -19.4% | +23.7% | +10.2% |
| 6M | -11.1% | -21.4% | +10.2% | -5.9% |
| YTD | -4.7% | -7.1% | +2.5% | -5.1% |
| 1Y | -19.8% | +17.8% | -37.6% | -26.6% |
| 3Y | +4.1% | +78.8% | -74.7% | -19.4% |
| 5Y | +10.3% | +83.5% | -73.2% | -16.8% |
| 10Y | +203.2% | +160.2% | +42.9% | +97.8% |
| All | +2,940.1% | +4,173.0% | -1,232.8% | +722.3% |
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