+563.1%
HPE vs CHRW
+183.1%
+380.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.2% | +12.4% |
| 7D | +19.4% | +3.5% | +15.9% | +18.1% |
| 30D | +5.6% | +4.6% | +1.0% | +4.0% |
| 3M | +33.1% | -19.7% | +52.8% | +41.4% |
| 6M | +192.5% | -12.4% | +204.9% | +199.4% |
| YTD | +160.9% | -3.9% | +164.8% | +157.4% |
| 1Y | +155.0% | +18.4% | +136.6% | +131.4% |
| 3Y | +289.4% | +88.8% | +200.6% | +186.9% |
| 5Y | +395.7% | +93.5% | +302.1% | +249.1% |
| All | +563.1% | +183.1% | +380.0% | +301.8% |
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