+128.9%
CHRW vs JBHT
+194.3%
-65.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.6% | -2.5% |
| 7D | +0.7% | -1.4% | +2.1% | +1.4% |
| 30D | -5.0% | -3.1% | -1.9% | -3.4% |
| 3M | -16.1% | -19.5% | +3.4% | -7.8% |
| 6M | -22.6% | -9.6% | -13.1% | -19.3% |
| YTD | -19.3% | +13.3% | -32.6% | -23.5% |
| 1Y | -14.9% | +29.7% | -44.6% | -24.0% |
| 3Y | +68.0% | +28.3% | +39.7% | +43.8% |
| 5Y | +53.2% | +18.5% | +34.7% | +33.5% |
| All | +128.9% | +194.3% | -65.4% | +27.7% |
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