-32.4%
CHWY vs JBHT
+224.6%
-256.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.4% |
| 7D | +1.7% | +4.9% | -3.2% | -0.3% |
| 30D | -1.5% | +0.6% | -2.1% | -2.2% |
| 3M | +13.6% | -3.2% | +16.8% | +14.2% |
| 6M | -7.3% | +17.0% | -24.2% | -14.3% |
| YTD | -28.4% | +41.7% | -70.1% | -39.1% |
| 1Y | -42.5% | +90.0% | -132.5% | -57.6% |
| 3Y | -4.1% | +47.0% | -51.1% | -22.3% |
| 5Y | -69.2% | +58.3% | -127.5% | -75.6% |
| All | -32.4% | +224.6% | -256.9% | -63.0% |
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 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