+621.7%
HPE vs CHRW
+166.2%
+455.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.8% |
| 7D | -0.6% | -1.4% | +0.8% | -0.1% |
| 30D | -2.3% | -3.5% | +1.2% | -1.2% |
| 3M | -2.9% | -19.4% | +16.5% | +3.1% |
| 6M | +143.6% | -21.4% | +164.9% | +159.3% |
| YTD | +118.5% | -7.1% | +125.7% | +118.0% |
| 1Y | +129.2% | +17.8% | +111.4% | +107.8% |
| 3Y | +212.5% | +78.8% | +133.7% | +134.0% |
| 5Y | +286.9% | +83.5% | +203.4% | +176.9% |
| 10Y | +432.3% | +160.2% | +272.1% | +216.3% |
| All | +621.7% | +166.2% | +455.5% | +327.7% |
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