+25.0%
HL vs CHRW
-10.6%
+35.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.2% | +12.9% | +13.1% |
| 7D | +0.2% | +4.9% | -4.7% | -0.7% |
| 30D | -12.1% | -4.8% | -7.3% | -11.6% |
| 3M | -2.8% | -13.1% | +10.3% | -0.6% |
| 6M | -14.9% | -16.3% | +1.4% | -15.1% |
| YTD | -22.0% | -15.8% | -6.2% | -24.9% |
| 1Y | +25.0% | -11.1% | +36.1% | +17.2% |
| All | +25.0% | -10.6% | +35.6% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling