+4,266.9%
CHRW vs PHM
+3,191.4%
+1,075.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.4% | -3.2% | +1.8% | -0.7% |
| 30D | -3.5% | -6.4% | +3.0% | -2.1% |
| 3M | -19.4% | +5.5% | -24.9% | -20.6% |
| 6M | -21.4% | -5.4% | -15.9% | -20.7% |
| YTD | -7.1% | +6.6% | -13.7% | -8.9% |
| 1Y | +17.8% | -8.8% | +26.7% | +19.5% |
| 3Y | +78.8% | +54.1% | +24.7% | +58.2% |
| 5Y | +83.5% | +144.5% | -61.0% | +43.6% |
| 10Y | +160.2% | +569.4% | -409.2% | +52.0% |
| All | +4,266.9% | +3,191.4% | +1,075.4% | +1,238.1% |
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 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