+577.9%
HWM vs CHRW
+58.8%
+519.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +7.3% | +7.3% | 0.0% | +6.2% |
| 30D | +1.6% | -3.6% | +5.2% | +1.9% |
| 3M | -21.9% | -9.6% | -12.3% | -21.1% |
| 6M | -19.0% | -17.0% | -2.0% | -17.8% |
| YTD | +7.9% | -15.4% | +23.4% | +7.8% |
| 1Y | +9.9% | -10.0% | +19.9% | +8.5% |
| 3Y | +342.1% | +82.2% | +260.0% | +257.5% |
| All | +577.9% | +58.8% | +519.1% | +458.5% |
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