+664.8%
HUBS vs CHRW
+199.4%
+465.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -6.2% | +4.1% | -10.3% | -7.5% |
| 30D | +6.6% | +1.9% | +4.7% | +5.9% |
| 3M | +16.4% | -21.2% | +37.6% | +24.3% |
| 6M | -19.7% | -16.7% | -3.1% | -16.4% |
| YTD | -42.6% | -5.4% | -37.3% | -43.8% |
| 1Y | -54.2% | +21.2% | -75.3% | -59.2% |
| 3Y | -57.1% | +86.5% | -143.6% | -68.7% |
| 5Y | -66.2% | +93.0% | -159.3% | -75.7% |
| 10Y | +328.3% | +174.5% | +153.8% | +157.7% |
| All | +664.8% | +199.4% | +465.4% | +320.8% |
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