-67.5%
CHWY vs JBHT
+22.9%
-90.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -1.1% | +0.5% | -1.5% | -1.3% |
| 30D | +18.7% | -0.1% | +18.8% | +18.8% |
| 3M | +3.0% | -14.0% | +17.1% | +9.6% |
| 6M | +2.9% | -5.1% | +8.0% | +3.1% |
| YTD | -30.0% | +18.0% | -48.0% | -38.1% |
| 1Y | -30.5% | +36.5% | -67.0% | -43.5% |
| 3Y | +16.0% | +34.8% | -18.8% | -10.9% |
| 5Y | -67.5% | +21.4% | -89.0% | -74.0% |
| All | -67.5% | +22.9% | -90.4% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling