+123.6%
CHRW vs HAS
+101.4%
+22.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +0.6% | -0.2% | +0.7% | +0.6% |
| 30D | -7.3% | +31.0% | -38.3% | -12.7% |
| 3M | -14.2% | +30.7% | -44.8% | -19.3% |
| 6M | -25.1% | +23.9% | -49.0% | -29.1% |
| YTD | -21.2% | +48.3% | -69.5% | -28.4% |
| 1Y | -14.2% | +60.2% | -74.4% | -23.4% |
| 3Y | +63.5% | +189.2% | -125.7% | +25.9% |
| 5Y | +49.6% | +50.4% | -0.8% | +29.3% |
| All | +123.6% | +101.4% | +22.3% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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