+1,516.8%
HWM vs CHRW
+131.8%
+1,385.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.3% |
| 7D | +5.0% | -0.1% | +5.0% | +5.0% |
| 30D | +1.5% | -4.3% | +5.8% | +2.4% |
| 3M | -20.3% | -7.4% | -12.9% | -19.3% |
| 6M | -18.0% | -20.7% | +2.7% | -14.5% |
| YTD | +9.5% | -15.9% | +25.4% | +10.1% |
| 1Y | +7.5% | -9.9% | +17.4% | +5.6% |
| 3Y | +355.7% | +79.0% | +276.7% | +232.6% |
| 5Y | +610.2% | +61.3% | +548.9% | +419.8% |
| 10Y | +1,516.8% | +128.5% | +1,388.2% | +908.4% |
| All | +1,516.8% | +131.8% | +1,385.0% | +908.4% |
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 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