+261.2%
HL vs CHRW
+182.4%
+78.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.3% |
| 7D | -5.6% | +4.4% | -10.0% | -6.6% |
| 30D | +12.7% | +5.5% | +7.2% | +11.2% |
| 3M | +42.5% | -17.3% | +59.8% | +47.7% |
| 6M | -9.0% | -12.7% | +3.7% | -7.4% |
| YTD | +4.4% | -4.1% | +8.5% | +3.8% |
| 1Y | +82.7% | +21.2% | +61.4% | +70.7% |
| 3Y | +406.3% | +88.9% | +317.4% | +304.8% |
| 5Y | +238.2% | +93.1% | +145.1% | +167.1% |
| All | +261.2% | +182.4% | +78.8% | +156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling