+3,875.0%
CHRW vs PHM
+3,263.6%
+611.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | +4.7% | -6.1% | +10.8% | +6.2% |
| 30D | -2.6% | +13.7% | -16.3% | -5.5% |
| 3M | -8.0% | -1.5% | -6.5% | -7.9% |
| 6M | -19.0% | +11.3% | -30.3% | -21.4% |
| YTD | -15.5% | +8.9% | -24.4% | -17.6% |
| 1Y | -10.8% | +6.1% | -16.9% | -12.7% |
| 3Y | +79.8% | +57.7% | +22.1% | +58.3% |
| 5Y | +59.3% | +159.0% | -99.7% | +23.0% |
| 10Y | +129.6% | +676.2% | -546.6% | +29.6% |
| All | +3,875.0% | +3,263.6% | +611.4% | +1,109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling