+566.9%
HPE vs CHRW
+132.6%
+434.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.7% | -3.4% | -6.4% | -8.6% |
| 30D | -34.8% | -9.4% | -25.4% | -32.8% |
| 3M | -12.1% | -12.6% | +0.5% | -8.8% |
| 6M | +53.7% | -24.2% | +77.9% | +64.2% |
| YTD | +101.9% | -18.9% | +120.8% | +109.0% |
| 1Y | +104.3% | -13.7% | +118.0% | +106.7% |
| 3Y | +223.1% | +72.6% | +150.5% | +140.4% |
| 5Y | +249.2% | +55.6% | +193.6% | +163.9% |
| 10Y | +372.4% | +122.7% | +249.7% | +194.1% |
| All | +566.9% | +132.6% | +434.3% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling