-26.3%
SKHY vs CHRW
-33.3%
+7.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -4.1% | -9.3% | -13.9% |
| 7D | -23.6% | +0.7% | -24.3% | -23.4% |
| 30D | -32.1% | -5.0% | -27.1% | -33.1% |
| 3M | -18.0% | -16.1% | -1.9% | -19.8% |
| All | -26.3% | -33.3% | +7.1% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling