+177.7%
CHRW vs PHM
+557.7%
-380.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.7% |
| 7D | +4.4% | -6.4% | +10.7% | +5.7% |
| 30D | +5.5% | -12.1% | +17.6% | +8.2% |
| 3M | -17.3% | -1.5% | -15.7% | -17.3% |
| 6M | -12.7% | -6.0% | -6.6% | -11.9% |
| YTD | -4.1% | -0.3% | -3.8% | -4.5% |
| 1Y | +21.2% | -13.3% | +34.6% | +24.0% |
| 3Y | +88.9% | +47.6% | +41.3% | +71.0% |
| 5Y | +93.1% | +154.7% | -61.6% | +54.3% |
| All | +177.7% | +557.7% | -380.0% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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