+237.3%
CHTR vs JBHT
+676.3%
-438.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.0% |
| 7D | +5.9% | -1.6% | +7.5% | +6.4% |
| 30D | +10.4% | -2.3% | +12.7% | +11.1% |
| 3M | -25.0% | -18.5% | -6.5% | -20.8% |
| 6M | -24.6% | -11.3% | -13.3% | -22.6% |
| YTD | -43.4% | +12.6% | -56.0% | -45.9% |
| 1Y | -45.8% | +29.8% | -75.6% | -50.3% |
| 3Y | -71.6% | +28.1% | -99.7% | -74.7% |
| 5Y | -82.9% | +17.7% | -100.6% | -84.6% |
| 10Y | -52.8% | +196.1% | -249.0% | -70.5% |
| All | +237.3% | +676.3% | -438.9% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling