+174.1%
CHRW vs PHM
+571.9%
-397.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | +4.1% | -3.9% | +7.9% | +4.9% |
| 30D | +1.9% | -8.6% | +10.4% | +3.7% |
| 3M | -21.2% | -2.9% | -18.2% | -20.9% |
| 6M | -16.7% | -5.7% | -11.0% | -16.0% |
| YTD | -5.4% | +1.9% | -7.2% | -6.1% |
| 1Y | +21.2% | -12.3% | +33.5% | +23.6% |
| 3Y | +86.5% | +50.8% | +35.7% | +68.1% |
| 5Y | +93.0% | +157.3% | -64.3% | +53.9% |
| All | +174.1% | +571.9% | -397.8% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling