-42.4%
CHTR vs JBHT
+32.1%
-74.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.5% | +1.6% |
| 7D | +4.9% | +0.4% | +4.5% | +4.6% |
| 30D | +17.2% | -2.0% | +19.2% | +17.9% |
| 3M | -20.6% | -16.3% | -4.3% | -16.1% |
| 6M | -21.7% | -8.2% | -13.5% | -21.9% |
| YTD | -41.9% | +16.3% | -58.2% | -48.4% |
| All | -42.4% | +32.1% | -74.5% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling