+86.8%
CHRW vs JBHT
+58.3%
+28.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | -0.1% |
| 7D | -1.4% | +4.9% | -6.3% | -3.4% |
| 30D | -3.5% | +0.6% | -4.0% | -3.9% |
| 3M | -19.4% | -3.2% | -16.2% | -18.3% |
| 6M | -21.4% | +17.0% | -38.3% | -26.4% |
| YTD | -7.1% | +41.7% | -48.8% | -19.1% |
| 1Y | +17.8% | +90.0% | -72.2% | -9.6% |
| 3Y | +78.8% | +47.0% | +31.8% | +48.4% |
| All | +86.8% | +58.3% | +28.6% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling