+19.1%
CHRW vs HAS
+19.7%
-0.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -1.4% | -1.8% | +0.4% | -1.1% |
| 30D | -3.5% | +2.3% | -5.7% | -3.9% |
| 3M | -19.4% | +10.4% | -29.8% | -21.2% |
| 6M | -21.4% | -3.2% | -18.1% | -21.3% |
| YTD | -7.1% | +15.4% | -22.5% | -8.0% |
| All | +19.1% | +19.7% | -0.7% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling