+155.8%
HON vs CHRW
+128.6%
+27.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.4% | +7.3% | -5.9% | -0.4% |
| 30D | +7.5% | -3.6% | +11.1% | +8.2% |
| 3M | -4.3% | -9.6% | +5.2% | -2.5% |
| 6M | -1.5% | -17.0% | +15.5% | +1.4% |
| YTD | +10.5% | -15.4% | +26.0% | +11.7% |
| 1Y | +8.5% | -10.0% | +18.5% | +7.6% |
| 3Y | +28.0% | +82.2% | -54.1% | -2.4% |
| 5Y | +12.0% | +59.4% | -47.3% | -12.9% |
| All | +155.8% | +128.6% | +27.2% | +67.9% |
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