+1,579.2%
HWM vs CHRW
+131.6%
+1,447.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.1% | +4.3% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | -3.9% | -9.4% | +5.4% | -1.7% |
| 3M | -23.2% | -13.3% | -10.0% | -20.9% |
| 6M | -20.0% | -24.2% | +4.2% | -15.5% |
| YTD | +5.7% | -18.9% | +24.6% | +7.3% |
| 1Y | +4.9% | -12.4% | +17.2% | +3.7% |
| 3Y | +347.0% | +72.2% | +274.8% | +229.2% |
| 5Y | +563.0% | +53.4% | +509.6% | +392.7% |
| 10Y | +1,579.2% | +127.0% | +1,452.2% | +873.2% |
| All | +1,579.2% | +131.6% | +1,447.5% | +873.2% |
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