+1,524.1%
HWM vs CHRW
+127.5%
+1,396.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.1% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | -7.5% | -7.3% | -0.3% | -6.0% |
| 3M | -28.9% | -14.2% | -14.7% | -26.5% |
| 6M | -19.6% | -25.1% | +5.5% | -14.9% |
| YTD | +0.6% | -21.2% | +21.8% | +2.9% |
| 1Y | +0.3% | -14.2% | +14.5% | -0.3% |
| 3Y | +326.1% | +63.5% | +262.6% | +219.2% |
| 5Y | +525.2% | +49.6% | +475.6% | +367.2% |
| All | +1,524.1% | +127.5% | +1,396.6% | +834.7% |
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