-40.7%
CHWY vs JBHT
+217.5%
-258.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.5% | -8.3% | -9.8% |
| 7D | -14.1% | +2.9% | -17.1% | -15.1% |
| 30D | -8.1% | +0.6% | -8.8% | -8.7% |
| 3M | +1.7% | -6.6% | +8.3% | +3.8% |
| 6M | -20.7% | +23.6% | -44.2% | -28.2% |
| YTD | -37.2% | +38.6% | -75.8% | -46.1% |
| 1Y | -50.7% | +91.5% | -142.2% | -63.7% |
| 3Y | -9.7% | +49.3% | -59.0% | -27.6% |
| 5Y | -72.9% | +62.3% | -135.2% | -78.6% |
| All | -40.7% | +217.5% | -258.2% | -67.2% |
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