+59.3%
CHRW vs HAS
+49.5%
+9.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | +4.7% | +1.6% | +3.1% | +4.3% |
| 30D | -2.6% | +26.6% | -29.2% | -8.5% |
| 3M | -8.0% | +29.0% | -37.0% | -14.1% |
| 6M | -19.0% | +30.6% | -49.6% | -25.1% |
| YTD | -15.5% | +51.5% | -67.0% | -25.1% |
| 1Y | -10.8% | +58.5% | -69.3% | -21.9% |
| 3Y | +79.8% | +214.1% | -134.3% | +26.1% |
| 5Y | +59.3% | +50.2% | +9.0% | +35.4% |
| All | +59.3% | +49.5% | +9.7% | +35.4% |
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 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