+536.9%
HWM vs CHRW
+49.0%
+488.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.8% | +2.8% |
| 7D | +3.3% | +0.6% | +2.7% | +3.3% |
| 30D | -7.6% | -7.3% | -0.3% | -6.8% |
| 3M | -28.9% | -14.2% | -14.8% | -27.7% |
| 6M | -19.7% | -25.1% | +5.4% | -17.1% |
| YTD | +0.5% | -21.2% | +21.7% | +1.5% |
| 1Y | +0.3% | -14.2% | +14.4% | -0.5% |
| 3Y | +325.8% | +63.5% | +262.3% | +250.9% |
| All | +536.9% | +49.0% | +488.0% | +418.1% |
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