+178.3%
CHRW vs JHX
+106.3%
+72.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +3.5% | -6.3% | +9.8% | +4.5% |
| 30D | +4.6% | -7.7% | +12.3% | +5.9% |
| 3M | -19.7% | +19.2% | -38.9% | -22.3% |
| 6M | -12.4% | +38.3% | -50.7% | -17.7% |
| YTD | -3.9% | +37.2% | -41.1% | -9.7% |
| 1Y | +18.4% | +42.3% | -23.9% | +10.2% |
| 3Y | +88.8% | -4.4% | +93.2% | +79.2% |
| 5Y | +93.5% | -26.4% | +119.9% | +86.9% |
| All | +178.3% | +106.3% | +72.1% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling