+18.5%
HON vs CHRW
+85.4%
-67.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -0.6% | +4.1% | -4.6% | -1.1% |
| 30D | -15.4% | +1.9% | -17.3% | -15.6% |
| 3M | -9.1% | -21.2% | +12.0% | -6.4% |
| 6M | -17.1% | -16.7% | -0.4% | -15.6% |
| YTD | +1.5% | -5.4% | +6.9% | +0.8% |
| 1Y | -1.3% | +21.2% | -22.5% | -6.5% |
| All | +18.5% | +85.4% | -67.0% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling