+4,266.9%
CHRW vs HAS
+928.3%
+3,338.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -1.4% | -1.8% | +0.4% | -1.0% |
| 30D | -3.5% | +2.3% | -5.7% | -4.1% |
| 3M | -19.4% | +10.4% | -29.8% | -21.7% |
| 6M | -21.4% | -3.2% | -18.1% | -21.3% |
| YTD | -7.1% | +15.4% | -22.5% | -11.1% |
| 1Y | +17.8% | +18.8% | -1.0% | +11.7% |
| 3Y | +78.8% | +43.9% | +34.8% | +58.0% |
| 5Y | +83.5% | +13.9% | +69.6% | +68.9% |
| 10Y | +160.2% | +56.4% | +103.8% | +106.2% |
| All | +4,266.9% | +928.3% | +3,338.6% | +1,738.1% |
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