+256.3%
HL vs CHRW
+80.1%
+176.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -5.9% | -5.5% |
| 7D | -7.6% | +4.7% | -12.4% | -8.1% |
| 30D | -17.5% | -2.6% | -14.9% | -17.4% |
| 3M | -26.2% | -8.0% | -18.2% | -25.9% |
| 6M | -35.1% | -19.0% | -16.1% | -34.2% |
| YTD | -30.4% | -15.5% | -14.9% | -29.1% |
| 1Y | -14.0% | -10.8% | -3.1% | -12.5% |
| All | +256.3% | +80.1% | +176.3% | +221.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling