+1,720.4%
CHRW vs JHX
+2,220.4%
-500.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.7% |
| 7D | +4.4% | -4.9% | +9.2% | +5.2% |
| 30D | +5.5% | -9.3% | +14.8% | +7.2% |
| 3M | -17.3% | +28.1% | -45.3% | -21.1% |
| 6M | -12.7% | +35.2% | -47.9% | -17.9% |
| YTD | -4.1% | +35.9% | -40.0% | -10.1% |
| 1Y | +21.2% | +42.5% | -21.3% | +12.4% |
| 3Y | +88.9% | -4.5% | +93.4% | +79.5% |
| 5Y | +93.1% | -27.1% | +120.2% | +88.4% |
| 10Y | +178.1% | +104.2% | +73.9% | +115.5% |
| All | +1,720.4% | +2,220.4% | -500.1% | +885.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling