+223.1%
HPE vs CHRW
+70.9%
+152.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.7% | -3.4% | -6.4% | -9.1% |
| 30D | -34.8% | -9.4% | -25.4% | -33.6% |
| 3M | -12.1% | -12.6% | +0.5% | -10.2% |
| 6M | +53.7% | -24.2% | +77.9% | +59.5% |
| YTD | +101.9% | -18.9% | +120.8% | +106.7% |
| 1Y | +104.3% | -13.7% | +118.0% | +106.6% |
| 3Y | +223.1% | +72.6% | +150.5% | +200.1% |
| All | +223.1% | +70.9% | +152.1% | +200.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling