+346.7%
HWM vs CHRW
+80.1%
+266.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +11.1% | +4.7% | +6.4% | +10.6% |
| 30D | +3.0% | -2.6% | +5.6% | +3.0% |
| 3M | -20.7% | -8.0% | -12.7% | -20.4% |
| 6M | -17.2% | -19.0% | +1.8% | -16.3% |
| YTD | +9.1% | -15.5% | +24.5% | +8.5% |
| 1Y | +9.0% | -10.8% | +19.9% | +7.7% |
| All | +346.7% | +80.1% | +266.7% | +261.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling