+1,387.4%
HWM vs CHRW
+131.3%
+1,256.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.8% | +3.1% |
| 7D | +3.3% | +0.6% | +2.7% | +3.2% |
| 30D | -7.6% | -7.3% | -0.3% | -6.1% |
| 3M | -28.9% | -14.2% | -14.8% | -26.6% |
| 6M | -19.7% | -25.1% | +5.4% | -15.0% |
| YTD | +0.5% | -21.2% | +21.7% | +2.8% |
| 1Y | +0.3% | -14.2% | +14.4% | -0.3% |
| 3Y | +325.8% | +63.5% | +262.3% | +219.4% |
| 5Y | +524.7% | +49.6% | +475.1% | +367.6% |
| 10Y | +1,491.8% | +129.4% | +1,362.4% | +852.5% |
| All | +1,387.4% | +131.3% | +1,256.2% | +787.5% |
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 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