+174.1%
CHRW vs HRB
+209.3%
-35.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.5% |
| 7D | +4.1% | -10.6% | +14.7% | +6.0% |
| 30D | +1.9% | -0.8% | +2.7% | +1.6% |
| 3M | -21.2% | +19.1% | -40.2% | -23.9% |
| 6M | -16.7% | +48.7% | -65.4% | -23.1% |
| YTD | -5.4% | +7.1% | -12.5% | -7.9% |
| 1Y | +21.2% | -8.3% | +29.5% | +21.0% |
| 3Y | +86.5% | +25.8% | +60.6% | +73.3% |
| 5Y | +93.0% | +111.1% | -18.1% | +62.8% |
| All | +174.1% | +209.3% | -35.2% | +110.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling