-11.1%
CHRW vs JHX
+44.7%
-55.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.3% | -8.0% | -1.3% |
| 7D | +4.9% | +13.3% | -8.4% | +2.4% |
| 30D | -4.8% | +17.1% | -22.0% | -7.7% |
| 3M | -13.1% | +4.1% | -17.2% | -14.2% |
| 6M | -16.3% | +48.5% | -64.8% | -24.8% |
| YTD | -15.8% | +42.3% | -58.1% | -24.0% |
| 1Y | -11.1% | +47.4% | -58.5% | -20.7% |
| All | -11.1% | +44.7% | -55.8% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling