-55.1%
CHTR vs JBHT
+192.0%
-247.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.5% | +1.8% |
| 7D | +4.9% | +0.4% | +4.5% | +4.7% |
| 30D | +17.2% | -2.0% | +19.2% | +17.8% |
| 3M | -20.6% | -16.3% | -4.3% | -17.0% |
| 6M | -21.7% | -8.2% | -13.5% | -20.5% |
| YTD | -41.9% | +16.3% | -58.2% | -44.8% |
| 1Y | -44.9% | +32.2% | -77.1% | -49.4% |
| 3Y | -70.0% | +34.4% | -104.4% | -73.4% |
| 5Y | -82.6% | +20.3% | -102.9% | -84.4% |
| 10Y | -55.1% | +185.2% | -240.3% | -69.2% |
| All | -55.1% | +192.0% | -247.1% | -69.2% |
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