+249.2%
HPE vs CHRW
+86.2%
+163.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.1% | +7.4% |
| 7D | +10.1% | +1.9% | +8.2% | +9.7% |
| 30D | +5.3% | +0.9% | +4.3% | +5.1% |
| 3M | +12.7% | -19.9% | +32.6% | +16.9% |
| 6M | +167.7% | -15.8% | +183.5% | +173.4% |
| YTD | +135.5% | -5.6% | +141.0% | +135.2% |
| 1Y | +143.4% | +21.0% | +122.4% | +130.8% |
| 3Y | +249.2% | +86.0% | +163.1% | +220.3% |
| All | +249.2% | +86.2% | +163.0% | +220.3% |
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