+119.7%
CHRW vs AHR
+360.2%
-240.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +4.4% | -3.0% | +7.4% | +4.9% |
| 30D | +5.5% | +2.6% | +2.9% | +5.0% |
| 3M | -17.3% | +16.0% | -33.3% | -18.8% |
| 6M | -12.7% | +3.1% | -15.7% | -13.0% |
| YTD | -4.1% | +16.0% | -20.2% | -6.1% |
| 1Y | +21.2% | +28.0% | -6.7% | +16.9% |
| All | +119.7% | +360.2% | -240.5% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling