+3,695.2%
CHRW vs HAS
+1,228.4%
+2,466.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -3.7% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -5.0% | +31.3% | -36.3% | -11.4% |
| 3M | -16.1% | +32.1% | -48.2% | -22.0% |
| 6M | -22.6% | +28.1% | -50.8% | -28.0% |
| YTD | -19.3% | +49.1% | -68.4% | -27.8% |
| 1Y | -14.9% | +60.5% | -75.5% | -25.3% |
| 3Y | +68.0% | +183.9% | -115.8% | +25.3% |
| 5Y | +53.2% | +51.2% | +1.9% | +31.1% |
| 10Y | +134.8% | +105.3% | +29.6% | +73.6% |
| All | +3,695.2% | +1,228.4% | +2,466.7% | +1,394.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling