+128.5%
CHRW vs PHM
+677.6%
-549.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | -0.1% | -4.8% | +4.7% | +0.9% |
| 30D | -4.3% | +16.5% | -20.8% | -7.4% |
| 3M | -7.4% | -2.0% | -5.4% | -7.3% |
| 6M | -20.7% | +12.7% | -33.4% | -23.0% |
| YTD | -15.9% | +11.2% | -27.0% | -18.2% |
| 1Y | -9.9% | +7.7% | -17.6% | -11.9% |
| 3Y | +79.0% | +60.9% | +18.1% | +59.0% |
| 5Y | +61.3% | +167.7% | -106.4% | +27.0% |
| 10Y | +128.5% | +692.1% | -563.5% | +49.1% |
| All | +128.5% | +677.6% | -549.1% | +49.1% |
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