+177.7%
CHRW vs HRB
+207.5%
-29.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +4.4% | -12.2% | +16.5% | +6.7% |
| 30D | +5.5% | -3.0% | +8.5% | +5.6% |
| 3M | -17.3% | +21.7% | -39.0% | -20.5% |
| 6M | -12.7% | +52.3% | -65.0% | -19.8% |
| YTD | -4.1% | +6.5% | -10.6% | -6.6% |
| 1Y | +21.2% | -6.7% | +27.9% | +20.7% |
| 3Y | +88.9% | +25.1% | +63.8% | +75.7% |
| 5Y | +93.1% | +113.8% | -20.7% | +62.5% |
| All | +177.7% | +207.5% | -29.8% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HRB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling