+279.9%
HL vs CHRW
+4,173.0%
-3,893.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | +1.5% | -1.4% | +2.9% | +1.8% |
| 30D | +25.1% | -3.5% | +28.5% | +25.9% |
| 3M | +22.9% | -19.4% | +42.3% | +27.8% |
| 6M | -4.9% | -21.4% | +16.5% | -1.0% |
| YTD | +7.8% | -7.1% | +15.0% | +8.1% |
| 1Y | +133.9% | +17.8% | +116.1% | +121.3% |
| 3Y | +380.9% | +78.8% | +302.1% | +302.8% |
| 5Y | +230.2% | +83.5% | +146.7% | +173.3% |
| 10Y | +265.6% | +160.2% | +105.3% | +173.9% |
| All | +279.9% | +4,173.0% | -3,893.1% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling