+421.5%
CAH vs JBHT
+191.4%
+230.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.3% |
| 7D | +7.8% | +0.2% | +7.6% | +7.8% |
| 30D | +15.5% | -2.2% | +17.6% | +15.9% |
| 3M | +16.3% | -16.5% | +32.8% | +20.3% |
| 6M | +50.0% | -8.4% | +58.5% | +51.3% |
| YTD | +34.7% | +16.1% | +18.7% | +27.7% |
| 1Y | +35.9% | +31.9% | +4.0% | +24.7% |
| 3Y | +178.5% | +34.1% | +144.4% | +145.4% |
| 5Y | +515.7% | +20.1% | +495.6% | +443.7% |
| 10Y | +421.5% | +184.7% | +236.8% | +199.8% |
| All | +421.5% | +191.4% | +230.1% | +199.8% |
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