+1,773.8%
HWM vs CHRW
+172.5%
+1,601.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | -11.0% | -3.5% | -7.5% | -10.2% |
| 3M | +4.0% | -19.4% | +23.4% | +9.2% |
| 6M | -0.2% | -21.4% | +21.1% | +5.0% |
| YTD | +26.7% | -7.1% | +33.8% | +24.9% |
| 1Y | +44.7% | +17.8% | +26.9% | +30.8% |
| 3Y | +426.1% | +78.8% | +347.3% | +292.0% |
| 5Y | +738.5% | +83.5% | +655.0% | +491.0% |
| All | +1,773.8% | +172.5% | +1,601.3% | +978.3% |
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 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