+370.3%
HPE vs CHRW
+128.6%
+241.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +7.9% | +7.3% | +0.6% | +5.5% |
| 30D | -23.5% | -3.6% | -19.9% | -22.7% |
| 3M | -19.1% | -9.6% | -9.5% | -17.0% |
| 6M | +51.4% | -17.0% | +68.4% | +56.7% |
| YTD | +103.4% | -15.4% | +118.9% | +107.6% |
| 1Y | +114.4% | -10.0% | +124.4% | +113.8% |
| 3Y | +224.7% | +82.2% | +142.5% | +138.0% |
| 5Y | +277.8% | +59.4% | +218.4% | +185.3% |
| All | +370.3% | +128.6% | +241.6% | +200.7% |
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