+20.0%
HPQ vs CHRW
+21.9%
-1.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +2.2% | +4.1% | -1.8% | +1.7% |
| 30D | +9.7% | +1.9% | +7.9% | +9.4% |
| 3M | +32.7% | -21.2% | +53.9% | +35.0% |
| 6M | +77.7% | -16.7% | +94.4% | +78.8% |
| YTD | +51.0% | -5.4% | +56.4% | +50.3% |
| All | +20.0% | +21.9% | -1.9% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling