+123.6%
CHRW vs JBHT
+192.4%
-68.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.0% |
| 7D | +0.6% | -1.6% | +2.2% | +1.4% |
| 30D | -7.3% | -2.3% | -5.0% | -6.0% |
| 3M | -14.2% | -18.5% | +4.3% | -6.3% |
| 6M | -25.1% | -11.3% | -13.8% | -21.2% |
| YTD | -21.2% | +12.6% | -33.7% | -25.0% |
| 1Y | -14.2% | +29.8% | -43.9% | -23.3% |
| 3Y | +63.5% | +28.1% | +35.4% | +40.0% |
| 5Y | +49.6% | +17.7% | +31.9% | +30.8% |
| All | +123.6% | +192.4% | -68.7% | +25.2% |
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