-58.5%
HUBS vs CHRW
+88.3%
-146.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -9.0% | +3.5% | -12.5% | -9.5% |
| 30D | +7.2% | +4.6% | +2.6% | +6.5% |
| 3M | +20.9% | -19.7% | +40.6% | +23.7% |
| 6M | -13.0% | -12.4% | -0.6% | -12.5% |
| YTD | -43.8% | -3.9% | -40.0% | -45.2% |
| 1Y | -54.6% | +18.4% | -73.0% | -57.6% |
| 3Y | -58.5% | +88.8% | -147.3% | -63.9% |
| All | -58.5% | +88.3% | -146.8% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling