+153.0%
HYG vs CHRW
+374.2%
-221.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.2% | +4.1% | -4.2% | -0.7% |
| 30D | -0.1% | +1.9% | -2.0% | -0.4% |
| 3M | +0.7% | -21.2% | +21.8% | +3.3% |
| 6M | +1.5% | -16.7% | +18.2% | +3.2% |
| YTD | +1.9% | -5.4% | +7.3% | +1.5% |
| 1Y | +3.7% | +21.2% | -17.5% | -0.6% |
| 3Y | +26.5% | +86.5% | -60.0% | +12.4% |
| 5Y | +19.0% | +93.0% | -74.1% | +3.8% |
| 10Y | +56.5% | +174.5% | -118.0% | +25.2% |
| All | +153.0% | +374.2% | -221.3% | +75.0% |
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