+120.2%
CHRW vs AHR
+356.1%
-235.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +3.5% | -2.1% | +5.6% | +3.9% |
| 30D | +4.6% | +1.9% | +2.7% | +4.2% |
| 3M | -19.7% | +15.7% | -35.4% | -21.1% |
| 6M | -12.4% | +2.5% | -14.9% | -12.6% |
| YTD | -3.9% | +15.0% | -18.9% | -5.8% |
| 1Y | +18.4% | +28.1% | -9.7% | +14.1% |
| All | +120.2% | +356.1% | -235.9% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling