+3,875.0%
CHRW vs HRB
+1,240.6%
+2,634.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +4.7% | -7.8% | +12.5% | +6.7% |
| 30D | -2.6% | +15.7% | -18.3% | -6.1% |
| 3M | -8.0% | -5.5% | -2.5% | -7.2% |
| 6M | -19.0% | +41.1% | -60.1% | -26.1% |
| YTD | -15.5% | +20.4% | -35.8% | -20.8% |
| 1Y | -10.8% | +15.2% | -26.1% | -15.7% |
| 3Y | +79.8% | +24.3% | +55.5% | +63.8% |
| 5Y | +59.3% | +144.7% | -85.4% | +20.7% |
| 10Y | +129.6% | +227.8% | -98.2% | +48.6% |
| All | +3,875.0% | +1,240.6% | +2,634.4% | +1,379.6% |
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