+129.9%
CHRW vs HAS
+97.5%
+32.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | +7.3% | +1.4% | +5.9% | +7.0% |
| 30D | -3.6% | +26.3% | -29.9% | -8.5% |
| 3M | -9.6% | +25.6% | -35.2% | -14.2% |
| 6M | -17.0% | +30.3% | -47.3% | -22.3% |
| YTD | -15.4% | +50.4% | -65.8% | -23.4% |
| 1Y | -10.0% | +57.7% | -67.7% | -19.4% |
| 3Y | +82.2% | +213.4% | -131.2% | +37.8% |
| 5Y | +59.4% | +49.1% | +10.3% | +37.9% |
| All | +129.9% | +97.5% | +32.4% | +87.2% |
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