+128.5%
CHRW vs HAS
+106.0%
+22.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.3% |
| 7D | -0.1% | +2.0% | -2.1% | -0.5% |
| 30D | -4.3% | +30.9% | -35.2% | -9.9% |
| 3M | -7.4% | +28.8% | -36.2% | -12.6% |
| 6M | -20.7% | +32.3% | -53.0% | -26.0% |
| YTD | -15.9% | +54.7% | -70.5% | -24.3% |
| 1Y | -9.9% | +63.2% | -73.1% | -19.9% |
| 3Y | +79.0% | +220.7% | -141.7% | +34.8% |
| 5Y | +61.3% | +53.3% | +8.0% | +38.8% |
| 10Y | +128.5% | +104.2% | +24.3% | +83.7% |
| All | +128.5% | +106.0% | +22.5% | +83.7% |
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