+419.5%
HL vs CHRW
+85.4%
+334.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.4% | +4.1% | -3.7% | -0.1% |
| 30D | +18.8% | +1.9% | +16.9% | +18.5% |
| 3M | +43.7% | -21.2% | +64.9% | +47.2% |
| 6M | -1.0% | -16.7% | +15.6% | +0.4% |
| YTD | +8.7% | -5.4% | +14.1% | +9.7% |
| 1Y | +105.0% | +21.2% | +83.8% | +104.6% |
| All | +419.5% | +85.4% | +334.1% | +389.2% |
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 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