+1,484.2%
HWM vs CHRW
+138.0%
+1,346.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.8% | -3.4% | +1.6% | -0.8% |
| 30D | -2.7% | -9.4% | +6.7% | -0.4% |
| 3M | -22.7% | -12.6% | -10.1% | -20.5% |
| 6M | -18.9% | -24.2% | +5.2% | -14.5% |
| YTD | +7.1% | -18.9% | +25.9% | +8.7% |
| 1Y | +4.7% | -13.7% | +18.4% | +4.1% |
| 3Y | +345.6% | +72.6% | +273.0% | +228.4% |
| 5Y | +588.3% | +55.6% | +532.7% | +408.7% |
| 10Y | +1,516.2% | +122.7% | +1,393.4% | +899.2% |
| All | +1,484.2% | +138.0% | +1,346.2% | +838.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling