+164.0%
CHRW vs JBHT
+272.5%
-108.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | -0.2% |
| 7D | -1.4% | +4.9% | -6.3% | -3.6% |
| 30D | -3.5% | +0.6% | -4.0% | -4.0% |
| 3M | -19.4% | -3.2% | -16.2% | -18.2% |
| 6M | -21.4% | +17.0% | -38.3% | -26.8% |
| YTD | -7.1% | +41.7% | -48.8% | -20.2% |
| 1Y | +17.8% | +90.0% | -72.2% | -12.6% |
| 3Y | +78.8% | +47.0% | +31.8% | +44.3% |
| 5Y | +83.5% | +58.3% | +25.2% | +40.0% |
| All | +164.0% | +272.5% | -108.5% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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