+741.5%
HWM vs CHRW
+83.1%
+658.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -2.1% | -1.4% | -0.7% | -1.9% |
| 30D | -11.0% | -3.5% | -7.5% | -10.6% |
| 3M | +4.0% | -19.4% | +23.4% | +6.8% |
| 6M | -0.2% | -21.4% | +21.1% | +2.6% |
| YTD | +26.7% | -7.1% | +33.8% | +25.4% |
| 1Y | +44.7% | +17.8% | +26.9% | +36.2% |
| 3Y | +426.1% | +78.8% | +347.3% | +336.9% |
| All | +741.5% | +83.1% | +658.4% | +611.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling