+884.4%
HON vs CHRW
+4,173.0%
-3,288.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -3.6% | -1.4% | -2.2% | -3.2% |
| 30D | -15.3% | -3.5% | -11.8% | -14.3% |
| 3M | -7.9% | -19.4% | +11.5% | -2.6% |
| 6M | -18.1% | -21.4% | +3.3% | -13.2% |
| YTD | +3.8% | -7.1% | +11.0% | +3.5% |
| 1Y | +0.5% | +17.8% | -17.3% | -8.1% |
| 3Y | +19.8% | +78.8% | -59.0% | -7.2% |
| 5Y | +2.9% | +83.5% | -80.6% | -22.8% |
| 10Y | +134.6% | +160.2% | -25.6% | +52.3% |
| All | +884.4% | +4,173.0% | -3,288.6% | +226.4% |
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 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