+4,266.9%
CHRW vs HRB
+1,196.4%
+3,070.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +2.0% |
| 7D | -1.4% | -5.7% | +4.3% | -0.1% |
| 30D | -3.5% | +7.9% | -11.4% | -5.6% |
| 3M | -19.4% | +32.1% | -51.5% | -25.0% |
| 6M | -21.4% | +62.2% | -83.6% | -31.0% |
| YTD | -7.1% | +16.4% | -23.5% | -12.0% |
| 1Y | +17.8% | -0.3% | +18.1% | +15.5% |
| 3Y | +78.8% | +36.0% | +42.7% | +59.6% |
| 5Y | +83.5% | +125.2% | -41.7% | +42.1% |
| 10Y | +160.2% | +237.7% | -77.4% | +67.3% |
| All | +4,266.9% | +1,196.4% | +3,070.4% | +1,544.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling