+130.0%
HL vs CHRW
+128.6%
+1.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -11.1% | +7.3% | -18.4% | -12.6% |
| 30D | -12.1% | -3.6% | -8.5% | -11.6% |
| 3M | -26.1% | -9.6% | -16.5% | -24.9% |
| 6M | -37.7% | -17.0% | -20.7% | -36.1% |
| YTD | -31.7% | -15.4% | -16.3% | -30.5% |
| 1Y | -11.6% | -10.0% | -1.7% | -11.4% |
| 3Y | +249.6% | +82.2% | +167.5% | +177.2% |
| 5Y | +108.5% | +59.4% | +49.2% | +71.7% |
| All | +130.0% | +128.6% | +1.4% | +79.3% |
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 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