+156.1%
HPQ vs CHRW
+128.6%
+27.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +3.2% | +7.3% | -4.1% | +0.6% |
| 30D | -3.6% | -3.6% | 0.0% | -2.6% |
| 3M | -5.3% | -9.6% | +4.3% | -2.6% |
| 6M | +41.1% | -17.0% | +58.1% | +47.2% |
| YTD | +36.9% | -15.4% | +52.3% | +39.3% |
| 1Y | +23.5% | -10.0% | +33.5% | +22.6% |
| 3Y | +19.6% | +82.2% | -62.6% | -15.0% |
| 5Y | +11.4% | +59.4% | -47.9% | -17.3% |
| All | +156.1% | +128.6% | +27.4% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling