+243.8%
HPQ vs CHRW
+183.1%
+60.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.3% |
| 7D | +9.8% | +3.5% | +6.3% | +8.4% |
| 30D | +22.4% | +4.6% | +17.8% | +20.4% |
| 3M | +45.2% | -19.7% | +64.9% | +55.1% |
| 6M | +96.4% | -12.4% | +108.8% | +101.3% |
| YTD | +65.4% | -3.9% | +69.3% | +62.0% |
| 1Y | +31.6% | +18.4% | +13.2% | +17.3% |
| 3Y | +37.0% | +88.8% | -51.8% | -2.7% |
| 5Y | +53.0% | +93.5% | -40.5% | +5.7% |
| All | +243.8% | +183.1% | +60.7% | +93.7% |
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 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