+86.8%
CHRW vs HAS
+13.4%
+73.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -1.4% | -1.8% | +0.4% | -0.9% |
| 30D | -3.5% | +2.3% | -5.7% | -4.1% |
| 3M | -19.4% | +10.4% | -29.8% | -21.8% |
| 6M | -21.4% | -3.2% | -18.1% | -21.3% |
| YTD | -7.1% | +15.4% | -22.5% | -11.4% |
| 1Y | +17.8% | +18.8% | -1.0% | +11.3% |
| 3Y | +78.8% | +43.9% | +34.8% | +57.1% |
| All | +86.8% | +13.4% | +73.4% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling