+29.3%
HWM vs CHRW
+20.6%
+8.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.7% | -12.4% | -10.7% |
| 7D | -9.2% | +1.9% | -11.1% | -9.2% |
| 30D | -17.9% | +0.9% | -18.8% | -17.9% |
| 3M | -6.0% | -19.9% | +13.8% | -5.7% |
| 6M | -7.4% | -15.8% | +8.4% | -7.4% |
| YTD | +13.1% | -5.6% | +18.7% | +11.3% |
| 1Y | +29.3% | +21.0% | +8.3% | +27.6% |
| All | +29.3% | +20.6% | +8.7% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling