+116.4%
HPE vs CHRW
-10.6%
+127.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.7% |
| 7D | -17.0% | +4.9% | -21.9% | -17.7% |
| 30D | -26.7% | -4.8% | -21.9% | -26.2% |
| 3M | -4.1% | -13.1% | +9.0% | -2.0% |
| 6M | +75.4% | -16.3% | +91.8% | +74.8% |
| YTD | +111.0% | -15.8% | +126.8% | +104.3% |
| 1Y | +116.4% | -11.1% | +127.6% | +99.9% |
| All | +116.4% | -10.6% | +127.0% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling