+575.2%
HLT vs CHRW
+183.1%
+392.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -1.6% | +3.5% | -5.1% | -2.4% |
| 30D | -5.0% | +4.6% | -9.6% | -6.1% |
| 3M | -10.4% | -19.7% | +9.3% | -6.4% |
| 6M | +3.2% | -12.4% | +15.7% | +5.0% |
| YTD | +6.7% | -3.9% | +10.6% | +5.1% |
| 1Y | +10.3% | +18.4% | -8.1% | +1.8% |
| 3Y | +99.3% | +88.8% | +10.5% | +56.0% |
| 5Y | +143.7% | +93.5% | +50.1% | +84.7% |
| All | +575.2% | +183.1% | +392.1% | +339.1% |
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