+132.1%
HON vs CHRW
+182.4%
-50.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.7% |
| 7D | -2.6% | +4.4% | -7.0% | -3.7% |
| 30D | -11.9% | +5.5% | -17.4% | -13.1% |
| 3M | -6.1% | -17.3% | +11.2% | -2.2% |
| 6M | -19.2% | -12.7% | -6.5% | -17.5% |
| YTD | +0.2% | -4.1% | +4.3% | -1.3% |
| 1Y | -1.5% | +21.2% | -22.7% | -10.3% |
| 3Y | +17.9% | +88.9% | -71.0% | -9.6% |
| 5Y | +1.9% | +93.1% | -91.1% | -24.9% |
| All | +132.1% | +182.4% | -50.3% | +44.2% |
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 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