+3.1%
HON vs CHRW
+89.7%
-86.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -0.6% | +4.1% | -4.6% | -1.3% |
| 30D | -15.4% | +1.9% | -17.3% | -15.7% |
| 3M | -9.1% | -21.2% | +12.0% | -5.6% |
| 6M | -17.1% | -16.7% | -0.4% | -15.1% |
| YTD | +1.5% | -5.4% | +6.9% | +0.6% |
| 1Y | -1.3% | +21.2% | -22.5% | -7.9% |
| 3Y | +19.5% | +86.5% | -66.9% | -1.4% |
| 5Y | +3.1% | +93.0% | -90.0% | -16.4% |
| All | +3.1% | +89.7% | -86.6% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling