+140.7%
HPE vs CHRW
-16.2%
+156.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.6% |
| 7D | -0.6% | -1.4% | +0.8% | -0.4% |
| 30D | -2.3% | -3.5% | +1.2% | -2.0% |
| 3M | -2.9% | -19.4% | +16.5% | -1.1% |
| All | +140.7% | -16.2% | +156.9% | +156.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling