+636.8%
HLT vs CHRW
+254.3%
+382.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.5% | +4.1% | -5.5% | -2.5% |
| 30D | -1.2% | +1.9% | -3.1% | -1.8% |
| 3M | -10.3% | -21.2% | +10.8% | -5.5% |
| 6M | +1.3% | -16.7% | +17.9% | +4.6% |
| YTD | +7.0% | -5.4% | +12.4% | +5.7% |
| 1Y | +11.9% | +21.2% | -9.3% | +1.8% |
| 3Y | +100.7% | +86.5% | +14.2% | +54.5% |
| 5Y | +147.5% | +93.0% | +54.5% | +83.3% |
| 10Y | +586.5% | +174.5% | +412.0% | +324.3% |
| All | +636.8% | +254.3% | +382.6% | +329.6% |
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